| On System Stability under Random Perturbations |
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| 作者姓名： | Huang Wei |
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| 作者单位： | Huang Wei |
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| 摘 要： | In this paper we concider the problem of stability of stochastic evolution systemsin Hilbert space drived by a cylindrical Brownian mothin. We regard the stochestic evolutionequation dXt = AXtdt +G(Xt)dBt as a deterministic system of the form dXt=AXtdt under randomperturbation,and obtain stability of its solution. It is shown that under certain assumptions,itsevolution solution and L2-contimuous evulution solution are exponertially stable.
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| 关 键 词： | stability random perturbation stochastic evolution equation cylindricalBrownian motion exponentially stable |
On System Stability under Random Perturbations |
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| Huang Wei.On System Stability under Random Perturbations[J].Storage & Process,1995(4):81-85. |
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| Authors: | Huang Wei |
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| Abstract: | In this paper we concider the problem of stability of stochastic evolution systemsin Hilbert space drived by a cylindrical Brownian mothin. We regard the stochestic evolutionequation dXt = AXtdt +G(Xt)dBt as a deterministic system of the form dXt=AXtdt under randomperturbation,and obtain stability of its solution. It is shown that under certain assumptions,itsevolution solution and L2-contimuous evulution solution are exponertially stable. |
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| Keywords: | stability random perturbation stochastic evolution equation cylindricalBrownian motion exponentially stable |
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