Skip to main content
Log in

On nonuniform dichotomy for stochastic skew-evolution semiflows in Hilbert spaces

  • Published:
Czechoslovak Mathematical Journal Aims and scope Submit manuscript

Abstract

In this paper we study a general concept of nonuniform exponential dichotomy in mean square for stochastic skew-evolution semiflows in Hilbert spaces. We obtain a variant for the stochastic case of some well-known results, of the deterministic case, due to R. Datko: Uniform asymptotic stability of evolutionary processes in a Banach space, SIAM J. Math. Anal., 3(1972), 428–445. Our approach is based on the extension of some techniques used in the deterministic case for the study of asymptotic behavior of skew-evolution semiflows in Banach spaces.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. L. Arnold: Stochastic Differential Equations: Theory and Applications. A Wiley-Interscience Publication. New York etc.: John Wiley & Sons, 1974.

    Google Scholar 

  2. A.M. Ateiwi: About bounded solutions of linear stochastic Ito systems. Miskolc Math. Notes 3 (2002), 3–12.

    MathSciNet  Google Scholar 

  3. A. Bensoussan, F. Flandoli: Stochastic inertial manifold. Stochastics and Stochastics Reports 53 (1995), 13–39.

    MathSciNet  MATH  Google Scholar 

  4. C. Buse, D. Barbu: The Lyapunov equations and nonuniform exponential stability. Stud. Cerc. Mat. 49 (1997), 25–31.

    MathSciNet  MATH  Google Scholar 

  5. T. Caraballo, J. Duan, K. Lu, B. Schmalfuss: Invariant manifolds for random and stochastic partial differential equations. Adv. Nonlinear Stud. 10 (2010), 23–52.

    MathSciNet  MATH  Google Scholar 

  6. G. Da Prato, A. Ichikawa: Lyapunov equations for time-varying linear systems. Systems Control Lett. 9 (1987), 165–172.

    Article  MathSciNet  MATH  Google Scholar 

  7. G. Da Prato, J. Zabczyk: Stochastic Equations in Infinite Dimensions. Encyclopedia of Mathematics and Its Applications. 44, Cambridge etc. Cambridge University Press, 1992.

  8. R. Datko: Uniform asymptotic stability of evolutionary processes in a Banach space. SIAM J. Math. Anal. 3 (1972), 428–445.

    Article  MathSciNet  MATH  Google Scholar 

  9. F. Flandoli: Stochastic flows for nonlinear second-order parabolic SPDE. Ann. Probab. 24 (1996), 547–558.

    Article  MathSciNet  MATH  Google Scholar 

  10. L. D. Lemle, L. Wu: Uniqueness of C0-semigroups on a general locally convex vector space and an application. Semigroup Forum 82 (2011), 485–496.

    Article  MathSciNet  MATH  Google Scholar 

  11. N. Lupa., M. Megan, I. L. Popa: On weak exponential stability of evolution operators in Banach spaces. Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 73 (2010), 2445–2450.

    Article  MathSciNet  MATH  Google Scholar 

  12. M. Megan, A. L. Sasu, B. Sasu: Nonuniform exponential unstability of evolution operators in Banach spaces. Glas. Mat., III. Ser. 36 (2001), 287–295.

    MathSciNet  MATH  Google Scholar 

  13. S. - E. A. Mohammed, T. Zhang, H. Zhao: The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations. Mem. Am. Math. Soc. 196 (2008), 1–105.

    MathSciNet  Google Scholar 

  14. A. V. Skorohod: Random Linear Operators, Transl. from the Russian. Mathematics and Its Applications. Soviet Series., D. Reidel Publishing Company, Dordrecht, Boston, Lancaster, 1984.

    Google Scholar 

  15. C. Stoica, M. Megan: Nonuniform behaviors for skew-evolution semiflows in Banach spaces. Operator theory live. Proceedings of the 22nd international conference on operator theory, Timişoara, Romania, July 3–8, 2008. Bucharest: The Theta Foundation. Theta Series in Advanced Mathematics 12 (2010), 203–211.

    Google Scholar 

  16. D. Stoica: Uniform exponential dichotomy of stochastic cocycles. Stochastic Process. Appl. 12 (2010), 1920–1928.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Diana Stoica.

Additional information

This work was partially supported by the strategic grant POSDRU/21/1.5/G/13798, inside POSDRU Romania 2007-2013, co-financed by the European Social Fund — Investing in People and by Exploratory Research Grant PN II ID 1080/2009 of the Romanian Ministry of Education, Reserch and Inovation.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Stoica, D., Megan, M. On nonuniform dichotomy for stochastic skew-evolution semiflows in Hilbert spaces. Czech Math J 62, 879–887 (2012). https://doi.org/10.1007/s10587-012-0071-0

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10587-012-0071-0

Keywords

MSC 2010

Navigation