Pathwise stability of degenerate stochastic evolutions (Q621797)

The author proves upper bounds for the almost sure exponential growth rate of the solution of a class of linear stochastic differential equations taking values in a Hilbert space. The key idea is to find a Lyapunov type functional via an associated operator equation. The results can -- in particular -- be used to provide sufficient conditions for almost sure asymptotic stability. The author applies the results to the stochastic heat equation and to one-dimensional stochastic delay differential equations.