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For linear stochastic differential equations (SDEs) with bounded coefficients, we establish the robustness of nonuniform mean-square exponential dichotomy (NMS-ED) on $[t_{0},+oo)$, $(-oo,t_{0}]$ and the whole $R$ separately, in the sense that such an NMS-ED persists under a sufficiently small linear perturbation. The result for the nonuniform mean-square exponential contraction (NMS-EC) is also discussed. Moreover, in the process of proving the existence of NMS-ED, we use the observation that the projections of the exponential growing solutions and the exponential decaying solutions on $[t_{0},+oo)$, $(-oo,t_{0}]$ and $R$ are different but related. Thus, the relations of three types of projections on $[t_{0},+oo)$, $(-oo,t_{0}]$ and $R$ are discussed.
In this paper, the existence conditions of nonuniform mean-square exponential dichotomy (NMS-ED) for a linear stochastic differential equation (SDE) are established. The difference of the conditions for the existence of a nonuniform dichotomy between
The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established provided the
It was recently shown by the authors that a semilinear elliptic equation can be represented as an infinite-dimensional dynamical system in terms of boundary data on a shrinking one-parameter family of domains. The resulting system is ill-posed, in th
Reconstructing a band-limited function from its finite sample data is a fundamental task in signal analysis. A simple Gaussian or hyper-Gaussian regularized Shannon sampling series has been proved to be able to achieve exponential convergence for uni
We study the ergodic theory of non-conservative C^1-generic diffeomorphisms. First, we show that homoclinic classes of arbitrary diffeomorphisms exhibit ergodic measures whose supports coincide with the homoclinic class. Second, we show that generic