On System Stability under Random Perturbations
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O211.63

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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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黄薇.随机扰动下系统的稳定性问题[J].重庆大学学报,1995,18(4):81~85

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