Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems

Autor: V. M. Ungureanu
Jazyk: angličtina
Rok vydání: 2004
Předmět:
Zdroj: Electronic Journal of Qualitative Theory of Differential Equations, Vol 2004, Iss 4, Pp 1-22 (2004)
Druh dokumentu: article
ISSN: 1417-3875
DOI: 10.14232/ejqtde.2004.1.4
Popis: 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.
Databáze: Directory of Open Access Journals