Robustness of mean-square exponential dichotomies for linear stochastic equations
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Date
2017-05-05
Authors
Zhu, Hailong
Jiang, Yongxin
Journal Title
Journal ISSN
Volume Title
Publisher
Texas State University, Department of Mathematics
Abstract
We present the notion of mean-square exponential dichotomies for linear stochastic differential equations. We study the robustness of the mean-square exponential dichotomies, in the sense of the existence of a mean-square exponential dichotomy for a given linear stochastic equation persists under sufficiently small linear perturbations. As a special case, we consider mean-square exponential contractions.
Description
Keywords
robustness, mean-square exponential contraction, mean-square exponential dichotomy, stochastic differential equations
Citation
Zhu, H., & Jiang, Y. (2017). Robustness of mean-square exponential dichotomies for linear stochastic equations. <i>Electronic Journal of Differential Equations, 2017</i>(123), pp. 1-13.
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Attribution 4.0 International