Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems
The main object of this paper is to give a representation of the covariance operator associated to the mild solutions of time-varying,linear, stochastic equations in Hilbert spaces. We use this representation to obtain a characterization of the uniform exponential stability of linear stochastic equa...
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| Format: | Article |
| Language: | English |
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University of Szeged
2004-02-01
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| Series: | Electronic Journal of Qualitative Theory of Differential Equations |
| Online Access: | http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=178 |
| Summary: | The main object of this paper is to give a representation of the covariance operator associated to the mild solutions of time-varying,linear, stochastic equations in Hilbert spaces. We use this representation to obtain a characterization of the uniform exponential stability of linear stochastic equations with periodic coefficients. |
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| ISSN: | 1417-3875 |