Preservation of Mean-Square Lyapunov Exponents for Nonautonomous Stochastic Evolution Equations
Тип публікації :
Препринт
Дата випуску :
17 березня 2026 р.
Автор(и) :
Dmytro Shtefan
Oleksandr Stanzhytskyi
Svitlana Kushnirenko
eKNUTSHIR URL :
Журнал :
Preprints.org
Цитування :
[APA 7] Dmytro, S., Oleksandr, S., & Svitlana, K. (2026). Preservation of Mean-Square Lyapunov Exponents for Nonautonomous Stochastic Evolution Equations. Preprints.org,. https://doi.org/10.20944/preprints202603.1278.v1
[ДСТУ] Dmytro S., Oleksandr S., Svitlana K. Preservation of Mean-Square Lyapunov Exponents for Nonautonomous Stochastic Evolution Equations. Preprints.org. 2026. DOI: 10.20944/preprints202603.1278.v1 (дата звернення: 11.09.2026).
We study the long-time behavior of nonlinear stochastic evolution equations in a separable Hilbert space driven by a Q-Wiener process. The linear part of the equation is generated by a strongly continuous semigroup with an exponential dichotomy, which provides fixed rates of decay and growth. The nonlinear drift and diffusion terms are globally Lipschitz and become small as time tends to infinity. Our main result shows that under these conditions, the mean-square Lyapunov exponents of the nonlinear system coincide with those of the linear part. In other words, nonlinear stochastic perturbations that decay in time do not change the main growth or decay rates of solutions in the mean-square sense. This result provides simple and verifiable criteria ensuring that the long-time Lyapunov behavior of the nonlinear stochastic equation is fully determined by the linear semigroup, even in the presence of time-dependent stochastic perturbations.
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