Pathwise stability of degenerate stochastic evolutions (Q621797)

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Pathwise stability of degenerate stochastic evolutions
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    Pathwise stability of degenerate stochastic evolutions (English)
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    28 January 2011
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    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.
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    stochastic evolution equation
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    exponential growth rate
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    Lyapunov exponent
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    pathwise stability
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    stochastic delay differential equation
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