In this paper,by constructing proper Lyapunov functions,exponential stability criteria for stochastic delay partial differential equations are obtained. An example is shown to illustrate the results.
We discuss stochastic functional partial differential equations and neutral partial differential equations of retarded type driven by fractional Brownian motion with Hurst parameter H 〉 1/2. Using the Girsanov transf...We discuss stochastic functional partial differential equations and neutral partial differential equations of retarded type driven by fractional Brownian motion with Hurst parameter H 〉 1/2. Using the Girsanov transformation argument, we establish the quadratic transportation inequalities for the law of the mild solution of those equations driven by fractional Brownian motion under the L2 metric and the uniform metric.展开更多
基金Project supported by the Natural Science Foundation of China(No.60572093)Specialized Research Fund for the Doctoral Program of Higher Education of China(No.20050004016)NSFC-KOSEF Joint Research Project and IITA Professorship Program of Gwangju Instiute of Science and Technology
基金Supported by the National Natural Science Foundation of China (11201084,61803095)Natural Science Foundation of Guangdong Province (2017A030313031,18ZK0174)。
文摘In this paper,by constructing proper Lyapunov functions,exponential stability criteria for stochastic delay partial differential equations are obtained. An example is shown to illustrate the results.
基金Acknowledgements The authors would like to thank the referees for helpful suggestions which allowed them to improve the presentation of this paper. This work was supported in part by the National Natural Science Foundation of China （Grant No. 11271093） and the Science Research Project of Hubei Provincial Department Of Education （No. Q20141306）.
文摘We discuss stochastic functional partial differential equations and neutral partial differential equations of retarded type driven by fractional Brownian motion with Hurst parameter H 〉 1/2. Using the Girsanov transformation argument, we establish the quadratic transportation inequalities for the law of the mild solution of those equations driven by fractional Brownian motion under the L2 metric and the uniform metric.
