Lyapunov exponents and stability for nonlinear SPDE's driven by finite-dimensional Wiener processes

DOI10.1016/S0764-4442(00)88596-1zbMath0934.60057OpenAlexW2029640288MaRDI QIDQ4265653

Benjamin Bergé, Pierre-A. Vuillermot, Igor D. Chueshov

Publication date: 17 April 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(00)88596-1

zbMATH Keywords

comparison principleLyapunov exponentsergodic propertiesnonlinear stochastic partial differential equationsItô martingales

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

On the behavior of solutions to certain parabolic SPDE's driven by Wiener processes. ⋮ LYAPUNOV EXPONENTS FOR STOCHASTIC ANDERSON MODELS WITH NON-GAUSSIAN NOISE ⋮ Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity

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