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

被引:12
作者
Bergé, B
Chueshov, ID
Vuillermot, PA
机构
[1] Univ Nancy 1, Dept Math, F-54506 Vandoeuvre Nancy, France
[2] Kharkov State Univ, Dept Mech & Math, UA-310077 Kharkov, Ukraine
来源
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1999年 / 329卷 / 03期
关键词
D O I
10.1016/S0764-4442(00)88596-1
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We present new results concerning the stability properties of the global attractor associated with a class of nonlinear SPDE's driven by finite-dimensional Wiener processes of arbitrary covariance. In particular, we show how to determine explicitly certain Lyapunov exponents when the nonlinearities of the noise-terms of the equations are subordinated to the nonlinearities of the drift-terms in some sense. Our method of investigation rests upon the use of a comparison principle and of simple ergodic properties for certain Ito martingales. (C) Academie des Sciences/Elsevier, Paris.
引用
收藏
页码:215 / 220
页数:6
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