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Stabilisation of linear PDES, by Stratonovich noise

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Abstract

Some results concerning the stability and stabilisation of stochastic linear partial differential equations in the sense of Stratonovich are proved. The main result ensures that a deterministic linear PDE can be stabilised by adding a suitable Stratonovich noise if and only if the linear partial differential operator has negative trace. (C) 2004 Elsevier B.V. All rights reserved

Topics: TL, HD28
Publisher: ELSEVIER SCIENCE BV
OAI identifier: oai:wrap.warwick.ac.uk:8146
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