Stochastic nonlinear beam equations driven by compensated Poisson random measures
Probability
2010-11-25 v1
Abstract
We consider a type of stochastic nonlinear beam equation driven by L\'{e}vy noise. By using a suitable Lyapunov function and applying the Khasminskii test we show the nonexplosion of the mild solutions. In addition, under some additional assumptions we prove the exponential stability of the solutions.
Cite
@article{arxiv.1011.5377,
title = {Stochastic nonlinear beam equations driven by compensated Poisson random measures},
author = {Zdzisław Brzeźniak and Jiahui Zhu},
journal= {arXiv preprint arXiv:1011.5377},
year = {2010}
}
Comments
56 pages