Exponential Stability of Mild Solutions of Stochastic Partial Differential Equations with Delays

Abstract

A semilinear stochastic partial differential equation with variable delays is considered. Sufficient conditions for the exponential stability in the p–th mean of mild solutions are obtained. Also, pathwise exponential stability is proved. Since the technique of Lyapunov functions is not suitable for delayed equations,the results have been proved by using the properties of the stochastic convolution. As the sufficient conditions obtained are also valid for the case without delays, one can ensure exponential stability of mild solution in some cases where the sufficient conditions in Ichikawa [11] do not give any answer. The results are illustrated with some examples.