Almost sure asymptotic stability of fractional stochastic nonlinear heat equation

Recently, the fractional stochastic nonlinear heat equation in the Hilbert space L2(0; 1), driven by the fractional power of the Laplacian and perturbed by a trace-class noise has been studied by the first and the last authors. They have proved the wellposedness, the pth-moment exponential stability and the almost surely exponential stability of such problem in the semigroup framework. The current work is considered as a continuation of the previousely mentioned paper. More particularly, we establish the almost sure asymptotic stability under the same conditions imposed in our recent work, besides a regularity of the initial condition. Finally, some examples are provided to illustrate the obtained theory.

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Publication Details

Journal
Statistics Optimization & Information Computing
Published
2025-09-28
DOI
https://doi.org/10.19139/soic-2310-5070-2593
Primary Topic
Stochastic processes and financial applications
Type
article
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article

Almost sure asymptotic stability of fractional stochastic nonlinear heat equation

Amel Redjil, Zineb Arab, Mahmoud Mohamed El BORAI
Statistics Optimization & Information Computing
Stochastic processes and financial applications
article

Almost sure asymptotic stability of fractional stochastic nonlinear heat equation

Amel Redjil, Zineb Arab, Mahmoud Mohamed El BORAI
article en

Abstract

Recently, the fractional stochastic nonlinear heat equation in the Hilbert space L2(0; 1), driven by the fractional power of the Laplacian and perturbed by a trace-class noise has been studied by the first and the last authors. They have proved the wellposedness, the pth-moment exponential stability and the almost surely exponential stability of such problem in the semigroup framework. The current work is considered as a continuation of the previousely mentioned paper. More particularly, we establish the almost sure asymptotic stability under the same conditions imposed in our recent work, besides a regularity of the initial condition. Finally, some examples are provided to illustrate the obtained theory.

Statistics Optimization & Information ComputingVol. 14(6)
Badji Mokhtar-Annaba University (DZ), University of Batna 1 (DZ), Alexandria University (EG)
Openalex Percentile: Top 54%
Stochastic processes and financial applications
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