中国科技论文在线

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2013年04月06日

【期刊论文】ON EXPONENTIAL STABILITY FOR STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS

刘斌， Guosheng Yu and Bin Liu

Stochastics and Dynamics, Vol. 9, No. 1 (2009) 121–134，-0001，（）：

-1年11月30日

This paper is concerned with the exponential stability of energy solutions to a nonlinear stochastic delay partial differential equations with finite delay in separable Hilbert spaces. Some exponential stability criteria are obtained by constructing the Lyapunov function. As an application, one example is also given to illustrate our results.

Stochastic delay partial differential equations， energy solutions， energy equation

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2013年04月06日

【期刊论文】Local existence-uniqueness and continuation of solutions for delay stochastic evolution equations

刘斌， Hanwen Ning and Bin Liu

Applicable Analysis, Vol. 88, No. 4, April 2009, 563–577，-0001，（）：

-1年11月30日

摘要

In this article, we consider dynamic behaviours of a class of non-linear delay stochastic evolution equations. Local existence and uniqueness of the solutions are obtained with the aid of proper iterative scheme and moment estimations. We also propose a continuation result and our results generalize the known results.

stochastic evolution equations， local existence， uniqueness，

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2013年04月06日

【期刊论文】Existence of Solution of Nonlinear Neutral Stochastic Differential Inclusions with Infinite Delay

刘斌， Yong Li and Bin Liu

Stochastic Analysis and Applications, 25: 397–415, 2007，-0001，（）：

-1年11月30日

摘要

This article is concerned with the existence of solution of nonlinear neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps due to Martelli.

Convex multivalued map， Infinite delay， Mild solution， Neutral stochastic differential inclusions

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2013年04月06日

【期刊论文】Optimal control problem for stochastic evolution equations in Hilbert spaces

刘斌， Janjun Zhou and Bin Liu

International Journal of Control, 2010,83(9);1771–1784，-0001，（）：

-1年11月30日

摘要

In this article, we consider an optimal control problem in which the controlled state dynamics is governed by a stochastic evolution equation in Hilbert spaces and the cost functional has a quadratic growth. The existence and uniqueness of the optimal control are obtained by the means of an associated backward stochastic differential equations with a quadratic growth and an unbounded terminal value. As an application, an optimal control of stochastic partial differential equations with dynamical boundary conditions is also given to illustrate our results.

optimal control， backward stochastic differential equations， stochastic evolution equations，

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2013年04月06日

【期刊论文】Existence Results for Impulsive Neutral Stochastic Evolution Inclusions in Hilbert Space

刘斌， Hanwen Ning and Bin Liu

Acta Mathematica Sinica, 2011, 27(7), 1405–1418，-0001，（）：

-1年11月30日

摘要

This paper is concerned with the existence of mild solutions of a class of impulsive neutral stochastic evolution inclusions in Hilbert space in the case where the right hand side is convex or nonconvex-valued. The results are obtained by using two fixed point theorems for multivalued mappings and evolution system theory.

Impulsive,， mild solutions,， stochastic evolution inclusions,， convex,， nonconvex

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