Tempered exponential dichotomies for linear random evolution equations

IF 1.1 2区经济学 Q3 BUSINESS, FINANCE

Finance and Stochastics Pub Date : 2022-02-10 DOI:10.1080/17442508.2022.2034820

Le Duc Nhien, Nguyen Huu Du, Le Huy Tien, Nguyen Trong Hieu

引用次数: 0

Abstract

This paper is concerned with the tempered exponential dichotomy for random differential systems in Banach spaces. Based on the presentation of bounded solutions for a tempered exponential dichotomous system, we give a bound under which the tempered exponentially dichotomous property of perturbed systems is preserved. Some applications of our results to stochastic partial differential equations are considered.

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线性随机演化方程的回火指数二分类

研究了Banach空间中随机微分系统的缓变指数二分类问题。在给出了缓变指数二分类系统有界解的基础上，给出了摄动系统保持缓变指数二分类性质的一个界。我们的研究结果在随机偏微分方程中的一些应用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Finance and Stochastics 管理科学-数学跨学科应用

CiteScore

2.90

自引率

5.90%

发文量

审稿时长

>12 weeks

期刊介绍： The purpose of Finance and Stochastics is to provide a high standard publication forum for research - in all areas of finance based on stochastic methods - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance. Finance and Stochastics encompasses - but is not limited to - the following fields: - theory and analysis of financial markets - continuous time finance - derivatives research - insurance in relation to finance - portfolio selection - credit and market risks - term structure models - statistical and empirical financial studies based on advanced stochastic methods - numerical and stochastic solution techniques for problems in finance - intertemporal economics, uncertainty and information in relation to finance.