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It is by means of Lyapunov method that stochastic ordinary differential equations and stochastic functional differential equations have been studied intensively. However, for stochastic reaction diffusion equations, this useful technique seems to find no way out on account of the empty of its own Ito's formula. To get over this difficulty, we will regard the integral of the considered trajectory with...
In this paper, the stabilization of a class of neutral stochastic partial differential systems with parameter uncertainties is discussed and some useful criteria are given for exponential stability in mean square by adopting the method of indirectly applying Ito differential formula to the constructed average Lyapunov function with respect to the spatial variables, namely, it is under the integral...
In this paper, a class of neutral stochastic partial differential systems with parameter uncertainties is discussed and some useful criteria are given for exponential stability in mean square by adopting the method of indirectly applying Ito differential formula to the constructed average Lyapunov function with respect to the spatial variables, namely, it is under the integral operator that Ito differential...
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