Exponential Stability of Mild Solutions of Stochastic Partial Differential Equations with Delays

A semiiinear stochastic partial differential equation with variable delays is considered. Sufficient conditions for the exponential stability in the p-th mean of mild solutions are obtained. Also, pathwise exponential stability is proved. Since the technique ofLyapunov functions is not suitable for delayed equations, the results have been proved by using the properties of the stochastic convolution. As the sufficient conditions obtained are also valid for the case without delays, one can ensure exponential stability of mild solution in some cases where the sufficient conditions in Ichikawa [11] do not give any answer. The results are illustrated with some examples

[1]  Wolfgang Hahn,et al.  Stability of Motion , 1967 .

[2]  Harold J. Kushner,et al.  On the stability of processes defined by stochastic difference-differential equations. , 1968 .

[3]  John L. Casti,et al.  Introduction to the theory and application of differential equations with deviating arguments , 1973 .

[4]  U. Haussmann Asymptotic stability of the linear ito equation in infinite dimensions , 1978 .

[5]  J. Zabczyk On the stability of infinite-dimensional linear stochastic systems , 1979 .

[6]  R. Curtain STABILITY OF STOCHASTIC PARTIAL-DIFFERENTIAL EQUATION , 1981 .

[7]  Stochastic partial differential equations with delays , 1982 .

[8]  A. Ichikawa Stability of semilinear stochastic evolution equations , 1982 .

[9]  P. Chow,et al.  Stability of nonlinear stochastic-evolution equations , 1982 .

[10]  J. Zabczyk Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces , 1985 .

[11]  V. Lakshmikantham,et al.  Oscillation Theory of Differential Equations With Deviating Arguments , 1987 .

[12]  EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES , 1991 .

[13]  Giuseppe Da Prato,et al.  A note on stochastic convolution , 1992 .

[14]  T. Caraballo,et al.  Partial differential equations with delayed random perturbations: existence uniqueness and stability of solutions , 1993 .

[15]  T. Caraballo,et al.  On the pathwise exponential stability of non–linear stochastic partial differential equations , 1994 .