Robustness of Pathwise Stability of Semilinear Perturbed Stochastic Evolution Equations (Q3158136)

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scientific article; zbMATH DE number 2130544
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    Robustness of Pathwise Stability of Semilinear Perturbed Stochastic Evolution Equations
    scientific article; zbMATH DE number 2130544

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      Robustness of Pathwise Stability of Semilinear Perturbed Stochastic Evolution Equations (English)
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      20 January 2005
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      stochastic differential equations rate of decay
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      Consider semilinear stochastic evolution equations \[ dX_t = A X_t dt + f(X_t,t) dt + g(X_t,t) dW_t, \quad 0 \leq t \leq T, \] driven by a certain \(Q\)-regular Hilbert space-valued Wiener process \(W\), where \(A\) is a linear operator generating a strongly continuous semigroup \(S\). Suppose that this stochastic system is perturbed by terms \(F(X_t,t)\) in its drift and the coefficients \(f, g, F\) satisfy the usual Lipschitz-continuity and linear growth conditions. The authors discuss the problem of robustness of these systems with respect to almost sure stability of mild solutions approximated by strong solutions and its pathwise decay. Sufficient conditions for pathwise robustness are verified. Some examples illustrate their main result.
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