Global existence and asymptotic stability of mild solutions for stochastic evolution equations with nonlocal initial conditions

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Publication:2011925





The authors prove theorems on the global existence, uniqueness and asymptotic stability of mild solutions for a class of semilinear stochastic evolution equations with nonlocal initial conditions on the infinite interval \[ du(t) + Au(t) dt = f(t, u(t)) dW(t), \quad t\in J, \quad u(0) = \sum_{k=1}^{\infty}c_{k}u(t_{k}), \] where the state \(u(\cdot)\) takes values in the real separable Hilbert space \(H\), \(A:\;D(A)\subset H \to H\) is a positive definite self-adjoint operator; \(K\) is another separable Hilbert space and \(\{W(t):\;t\geq 0\}\) is a cylindrical \(K\)-valued Wiener process with a finite trace nuclear covariance operator \(Q\geq0\) defined on a filtered complete probability space. An illustrative example for the main results is presented.




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