On a stochastic hyperbolic integro-differential equation

JOURNAL OF DIFFERENTIAL EQUATIONS

卷:201

Article

Kim, JU

关键词: hyperbolic integro-differential equation;    random memory;    random noise;    Brownian motion;    exponential stability;   

DOI  :  10.1016/j.jde.2004.03.015

来源: Elsevier

【 摘 要 】

In this paper we study an initial-boundary-value problem for a hyperbolic integro-differential equation with random memory and a random noise. We establish the existence, uniqueness and exponential stability of solutions. Our method consists of finite-dimensional approximation and energy estimates. (C) 2004 Elsevier Inc. All rights reserved.

【 授权许可】

Free