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arXiv 1902.04199math.DS
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非一致均方指数二分性的鲁棒性

Robustness of nonuniform mean-square exponential dichotomies

Hailong Zhu

摘要:

对于系数有界的线性随机微分方程,我们分别建立了非一致均方指数二分性(NMS-ED)在$[t_{0},+\oo)$,$(-\oo,t_{0}]$和整体$\R$上的鲁棒性,即在足够小的线性扰动下NMS-ED持续存在.对非均匀均方指数收缩(NMS-EC)的结果也进行了讨论。此外,在证明NMS-ED存在性的过程中,我们利用了“指数增长解”和“指数衰减解”在$[t_{0},+\oo)$,$(-\oo,t_{0}]$和$\R$上的投影是不同但相关的这一观察结果.从而讨论了$[t_{0},+\oo)$、$(-\oo,t_{0}]$和$\R$上三种投影的关系。

英文摘要:

For linear stochastic differential equations (SDEs) with bounded coefficients, we establish the robustness of nonuniform mean-square exponential dichotomy (NMS-ED) on $[t_{0},+\oo)$, $(-\oo,t_{0}]$ and the whole $\R$ separately, in the sense that such an NMS-ED persists under a sufficiently small linear perturbation. The result for the nonuniform mean-square exponential contraction (NMS-EC) is also discussed. Moreover, in the process of proving the existence of NMS-ED, we use the observation that the projections of the "exponential growing solutions" and the "exponential decaying solutions" on $[t_{0},+\oo)$, $(-\oo,t_{0}]$ and $\R$ are different but related. Thus, the relations of three types of projections on $[t_{0},+\oo)$, $(-\oo,t_{0}]$ and $\R$ are discussed.

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