Department of Mathematics
Shanghai Normal University
Shanghai 200234, China
email: hai-long-zhu@163.com
Department of Mathematics
College of Science, Hohai University
Nanjing 210098, China
email: yxinjiang@126.com
Hailong Zhu, Yongxin Jiang
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.
Submitted July 4, 2016. Published May 5, 2017.
Math Subject Classifications: 60H10, 34D09.
Key Words: Robustness; mean-square exponential contraction;
mean-square exponential dichotomy; stochastic differential equations.
Show me the PDF file (241 KB), TEX file for this article.
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Hailong Zhu Department of Mathematics Shanghai Normal University Shanghai 200234, China email: hai-long-zhu@163.com |
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Yongxin Jiang Department of Mathematics College of Science, Hohai University Nanjing 210098, China email: yxinjiang@126.com |
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