On stability for a class of semilinear stochastic evolution equations

DOI10.1016/S0304-4149(97)00062-8MaRDI QIDQ1275962zbMATH OpenOpenAlexFDO

Publication date 14 January 1999

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00062-8

almost sure stability mild solutions stochastic evolution equations

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic stability in control theory (93E15)

Review text

The author considers a stochastic evolution equation \[ dX= \bigl (AX + f(t,X)\bigr) dt + g(t,X) dW, \quad X(0) = x_{0}, \quad t\geq 0, \tag{1} \] in a Hilbert space \(H\), where \(A\) is an infinitesimal generator of a \(C_{0}\)-semigroup on \(H\), \(W\) is a Wiener process in \(H\) with a nuclear covariance operator, and the nonlinear terms \(f\), \(g\) satisfy the standard Lipschitz and linear growth conditions. Let \(\lambda : [T,\infty [\to \left ]0,\infty \right [\) be a function such that \(\log \lambda \) is uniformly continuous on \([T,\infty [\) and \(\limsup _{t\to \infty } (\log \lambda (t))^{-1}\log \log t <\infty \). Several Lyapunov type criteria are established for the mild solution \(X\) of (1) to be almost surely stable with decay function \(\lambda \) of order \(\gamma >0\), that is, for \(\limsup _{t\to \infty }(\log \lambda (t))^{-1}\log \| X(t)\| \leq -\gamma \) to hold almost surely. Using these results, the author gives some examples of equations of the form (1) whose solutions are not almost surely exponentially stable but have polynomial decay.

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