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

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