线性随机演化方程的回火指数二分类

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

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引用次数: 0

摘要

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。

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Tempered exponential dichotomies for linear random evolution equations

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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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.

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