Lyapunov exponents and stability for nonlinear SPDE's driven by finite-dimensional Wiener processes

DOI10.1016/S0764-4442(00)88596-1zbMATH Open0934.60057OpenAlexW2029640288MaRDI QIDQ4265653FDOQ4265653

Authors: Benjamin Bergé, Pierre-A. Vuillermot, I. D. Chueshov 

Publication date: 17 April 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(00)88596-1

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zbMATH Keywords

comparison principleergodic propertiesLyapunov exponentsnonlinear stochastic partial differential equationsItô martingales

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (5)

• LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE
• On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability
• Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity
• On the behavior of solutions to certain parabolic SPDE's driven by Wiener processes.
• A Wiener Chaos Approach to Hyperbolic SPDEs

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