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Published in:
2019 | OriginalPaper | Chapter
7. Stabilization of Stochastic Equations
Author : Ionuţ Munteanu
Published in: Boundary Stabilization of Parabolic Equations
Publisher: Springer International Publishing
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Abstract
In this chapter, we consider stochastic PDEs. We address the boundary stabilization problem, which will be of two types: pathwise stabilization and stabilization in mean. Stochastic differential equations can be viewed as a generalization of dynamical systems theory to models with noise. This generalization arises naturally due to the fact that real systems cannot be completely isolated from their environments and for this reason always experience external stochastic influence. Clearly, noise perturbation complicates the problem considerably.