The moment and almost surely exponential stability of stochastic heat equations

被引：11
作者：
Xie, Bin [1 ]
机构：
[1] Univ Tokyo, Grad Sch Math Sci, Tokyo 1538914, Japan
来源：
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2008年 / 136卷 / 10期
关键词：
stochastic heat equation; exponential stability; p-th moment; almost surely; Lyapunov exponent;
D O I：
10.1090/S0002-9939-08-09458-6
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, the p-th moment and almost surely exponential stability of the strong solution to a stochastic heat equation driven by an m-dimensional Brownian motion is investigated by a simple method. In particular, the sharp top Lyapunov exponents are explicitly calculated based on the representation of the strong solution.
引用
收藏
页码：3627 / 3634
页数：8
相关论文
共 11 条
12