Exponential stability of 3D stochastic primitive equations driven by fractional noise

Lidan Wang; Guoli Zhou

doi:10.1002/mma.7181

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arXiv · 2004.11539

Exponential stability of 3D stochastic primitive equations driven by fractional noise

Lidan Wang·Guoli Zhou

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Abstract

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are not available to study the exponential stability for the stochastic systems. Therefore, apart from the standard method for the case of Brownian motion, we develop a new method to show that 3D stochastic primitive equations driven by fractional noise converge almost surely exponentially to the stationary solutions. This method may be applied to other stochastic hydrodynamic equations and other noises including Brownian motion and Lévy noise.

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Lidan Wang, Guoli Zhou. 2020-04-24. Exponential stability of 3D stochastic primitive equations driven by fractional noise. https://doi.org/10.1002/mma.7181

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