Mean square behavior of the strong solution of a linear non-autonomous stochastic partial differential equation with Markov parameters

DOI10.1007/s10559-014-9683-8zbMath1327.60126OpenAlexW2063910470WikidataQ115384136 ScholiaQ115384136MaRDI QIDQ891110

I. V. Yurchenko, N. P. Donez, V. K. Yasyns'kyi

Publication date: 16 November 2015

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-014-9683-8

zbMATH Keywords

Lyapunov functionstrong solutionstochastic partial differential equationmean square asymptotic stabilityMarkov parameter

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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