Necessary and Sufficient Conditions for Exponential Stability and Ultimate Boundedness of Systems Governed by Stochastic Partial Differential Equations

Consider the following infinite dimensional stochastic evolutionequation over some Hilbert space H with norm |·|: It is proved that under certain mild assumptions, the strongsolution X_t(x₀)VHV*, t 0, is mean square exponentially stableif and only if there exists a Lyapunov functional (·,·):HxR₊R¹ which satisfies the following conditions: (i)c₁|x|²–k₁e^–µ₁t(x,t)c₂|x|²+k₂+k₂e^–µ₂t; (ii) L(x,t)–c₃(x,t)+k₃e^–µ₃t, xV, t0; where L is the infinitesimal generator of the Markov processX_t and c_i, k_i, µ_i, i = 1, 2, 3, are positive constants.As a by-product, the characterization of exponential ultimateboundedness of the strong solution is established as the nulldecay rates (that is, µ_i = 0) are considered.