Lyapunov exponents of PDEs driven by fractional noise with Markovian switching

Xiliang Fan and Chenggui Yuan

Statistics & Probability Letters, 2016, vol. 110, issue C, 39-50

Abstract: In this article, we study a class of stochastic parabolic equations by fractional noise with Markovian switching. Based on the explicit representation of the strong solution given by an evolution system, we investigate the pth moment and almost surely exponential stabilities with the exponential rate function t2H.

Keywords: Fractional Brownian motion; Stochastic parabolic equation; Lyapunov exponent; Stability (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215003910
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:110:y:2016:i:c:p:39-50

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2015.11.025

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().