On the stochastic stability of a parabolic type system
Y. Yavin · International Journal of Systems Science · 1974
A stochastic distributed parameter system of a parabolic type is dealt with. The system is stochastic duo to a distributed multiplicative gain. The gain is a non-linear function of a Wiener process. By applying a finite-difference scheme on the spatial coordinate, and using a stochastic Linpunov type functional, sufficient conditions for n weak stability of the system's solutions, are derived.