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  • 标题:Local stability and parameter dependence of mild solutions for stochastic differential equations
  • 本地全文:下载
  • 作者:Lijun Pan
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2014
  • 卷号:2014
  • 期号:1
  • 页码:276
  • DOI:10.1186/1687-1847-2014-276
  • 语种:English
  • 出版社:Hindawi Publishing Corporation
  • 摘要:For nonlinear stochastic equations d x ( t ) = [ A x ( t ) + f ( t , x ( t ) , λ ) ] d t + g ( t , x ( t ) , λ ) d ω ( t ) with parameter λ in a Hilbert space, we show the existence and uniqueness of mild solutions. Provided that f satisfies a locally Lipschitz condition and g is a uniformly Lipschitz function, some sufficient conditions for p ( p ≥ 2 ) moment locally exponential stability as well as almost surely exponential stability of mild solutions are obtained under a sufficiently small initial value ξ. Meanwhile, we also consider parameter dependence of stable mild solutions for the stochastic system if f, g are sufficiently small Lipschitz perturbations in the parameter λ.
  • 关键词:mild solutions ; exponential stability ; parameter dependence
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