pTH MOMENT EXPONENTIAL STABILITY OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH POISSON JUMPS

被引:28
|
作者
Yang, Xuetao [1 ,2 ]
Zhu, Quanxin [1 ,2 ]
机构
[1] Nanjing Normal Univ, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R China
[2] Nanjing Normal Univ, Inst Math, Nanjing 210023, Jiangsu, Peoples R China
基金
中国国家自然科学基金;
关键词
Stochastic partial differential equation; Poisson jump; fixed point theory; mild solution; pth moment exponential stability;
D O I
10.1002/asjc.918
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, we study a class of stochastic partial differential equations with Poisson jumps, which is more realistic for establishing mathematical models since it has been widely applied in many fields. Under a reasonable condition, we not only establish the existence and uniqueness of the mild solution for the investigated system but also prove that it is pth moment exponentially stable by using the fixed point theory. Then, based on the well-known Borel-Cantelli lemma, further, we prove that the mild solution is almost surely pth moment exponentially stable. Our results improve and generalize those given in the previous literature, in particular, the Lyapunov direct method and successive approximation method. Finally, we give an example to illustrate the effectiveness of the obtained results.
引用
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页码:1482 / 1491
页数:10
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