Robustness of Pathwise Stability of Semilinear Perturbed Stochastic Evolution Equations

DOI10.1081/SAP-120028589MaRDI QIDQ3158136zbMATH OpenFDO

Authors Kai Liu, Jiezhong Zou

Publication date 20 January 2005

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAP-120028589

zbMATH Keywords

stochastic differential equations rate of decay

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random operators and equations (aspects of stochastic analysis) (60H25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Robust stability (93D09) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Review text

Consider semilinear stochastic evolution equations \[ dX_t = A X_t dt + f(X_t,t) dt + g(X_t,t) dW_t, \quad 0 \leq t \leq T, \] driven by a certain \(Q\)-regular Hilbert space-valued Wiener process \(W\), where \(A\) is a linear operator generating a strongly continuous semigroup \(S\). Suppose that this stochastic system is perturbed by terms \(F(X_t,t)\) in its drift and the coefficients \(f, g, F\) satisfy the usual Lipschitz-continuity and linear growth conditions. The authors discuss the problem of robustness of these systems with respect to almost sure stability of mild solutions approximated by strong solutions and its pathwise decay. Sufficient conditions for pathwise robustness are verified. Some examples illustrate their main result.

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Cites work

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Cited in

(3)

• Rough path stability of (semi-)linear SPDEs
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• Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

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