The moment and almost surely exponential stability of stochastic heat equations

Bin Xie

Proceedings of the American Mathematical Society · 2008 · 19 citations · 9 references

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Abstract

In this article, the <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="p"> <mml:semantics> <mml:mi>p</mml:mi> <mml:annotation encoding="application/x-tex">p</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -th moment and almost surely exponential stability of the strong solution to a stochastic heat equation driven by an <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="m"> <mml:semantics> <mml:mi>m</mml:mi> <mml:annotation encoding="application/x-tex">m</mml:annotation> </mml:semantics> </mml:math> </inline-formula> -dimensional Brownian motion is investigated by a simple method. In particular, the sharp top Lyapunov exponents are explicitly calculated based on the representation of the strong solution.

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