Stabilization of partial differential equations by noise
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Publication:1593594
DOI10.1016/S0304-4149(98)00080-5zbMath0962.60052MaRDI QIDQ1593594
Publication date: 17 January 2001
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items (20)
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching ⋮ Stabilization of evolution equations by noise ⋮ Stabilization of a class of semilinear degenerate parabolic equations by Itô noise ⋮ On the zeroth law of turbulence for the stochastically forced Navier-Stokes equations ⋮ Moment bounds for some fractional stochastic heat equations on the ball ⋮ Stability analysis of impulsive stochastic reaction-diffusion cellular neural network with distributed delay via fixed point theory ⋮ Stabilization by multiplicative Itô noise for Chafee-Infante equation in perforated domains ⋮ Lyapunov exponents of hybrid stochastic heat equations ⋮ The moment and almost surely exponential stability of stochastic heat equations ⋮ \(p\)th moment exponential stability of nonlinear hybrid stochastic heat equations ⋮ Stabilization of Partial Differential Equations by Lévy Noise ⋮ Stability of non-densely defined semilinear stochastic evolution equations with application to the stochastic age-structured model ⋮ Improved stability for linear SPDEs using mixed boundary/internal controls ⋮ COMPARISON OF THE LONG-TIME BEHAVIOR OF LINEAR ITO AND STRATONOVICH PARTIAL DIFFERENTIAL EQUATIONS ⋮ On the regularization of solution of an inverse ultraparabolic equation associated with perturbed final data ⋮ Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers ⋮ Some effects of the noise intensity upon non-linear stochastic heat equations on \([0, 1\)] ⋮ Stability of Systems with Stochastic Delays and Applications to Genetic Regulatory Networks ⋮ Three-dimensional shear driven turbulence with noise at the boundary ⋮ Stabilization by noise for a class of stochastic reaction-diffusion equations
Cites Work
- Lyapunov exponents. Proceedings of a conference, held in Oberwolfach, Germany, May 28-June 2, 1990
- Lyapounov exponent of linear stochastic systems with large diffusion term
- A multiplicative ergodic theorem with applications to a first order stochastic hyperbolic equation in a bounded domain
- Stochastic parabolic equations in bounded domains: random evolution operator and lyapunov exponents
- Stabilization of Linear Systems by Noise
- Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
- Stability of Hyperbolic Partial Differential Equations with Random Loads
- Parabolic Anderson problem and intermittency
- Lyapunov Exponents and Rotation number of Two-Ddimensional Systems with Telegraphic Noise
- On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
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