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控制理论与应用 2010
Stability analysis for first-order hyperbolic systems with space-time white noise
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Abstract:
The stability of first-order hyperbolic system with space-time white noise is discussed. The system is transformed into an abstract stochastic evolution equation using Fourier transformation; sufficient conditions are given for exponentially stable in mean-square and exponentially stable in almost sure. An example is provided to illustrate our theory.