On exponential stability of non-autonomous stochastic semilinear evolution equations (Q698895)

The authors consider stochastic evolution equations of the form \[ dX_t = (A X_t + F(t,X_t))dt + B(t,X_t) dW(t),\quad t \in [0,\infty),\tag{1} \] on a Hilbert space \(H\). The operator \(A\) is the infinitesimal generator of a \(C_0\)-semigroup \(S(t)\) on \(H\). \(F\) and \(B\) are bounded nonlinear mappings, satisfying Lipschitz conditions and \(W(t)\) is a Hilbert space valued Wiener process. It is assumed that a unique global mild solution of (1) exists. For some Lyapunov-type function \(v\) and \(L\) denoting the infinitesimal generator of (1), the main results deduce the exponential stability in mean-square and in the almost sure sense of the mild solution of (1) from inequalities of the form \(Lv(t,y) \leq - \alpha v(y) + h(t), \alpha >0\). The function \(h(t)\) (specified in the article) imposes certain decay rates on the nonlinear mappings \(F\) and \(B\).