Almost sure exponential stability for stochastic neutral partial functional differential equations

DOI10.1080/10451120512331335181zbMath1115.60064OpenAlexW2042771791MaRDI QIDQ5312716

T. E. Govindan

Publication date: 25 August 2005

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120512331335181

zbMATH Keywords

mild solutionsalmost sure asymptotic behaviour of the sample pathsexponential stability in the quadratic mean sensestochastic neutral differential equations

Mathematics Subject Classification ID

Stability in context of PDEs (35B35) Stochastic functional-differential equations (34K50) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

Related Items (34)

Existence and uniqueness results for a class of fractional stochastic neutral differential equations ⋮ Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion ⋮ Exponential stability of jump-diffusion systems with neutral term and impulses ⋮ Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise ⋮ Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion ⋮ Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients ⋮ A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay ⋮ Well-posedness of mild solutions to stochastic parabolic partial functional differential equations ⋮ Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps ⋮ Global attracting set and stability of stochastic neutral partial functional differential equations with impulses ⋮ Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs ⋮ Existence and stability for stochastic partial differential equations with infinite delay ⋮ Mild solution of neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients ⋮ Mild solutions of neutral stochastic partial functional differential equations ⋮ Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions ⋮ Existence and uniqueness of solutions to stochastic heat equations with Markovian switching and Feller property ⋮ Successive approximation of neutral functional stochastic differential equations with variable delays ⋮ Asymptotic properties of solutions for impulsive neutral stochastic functional integro-differential equations ⋮ Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion ⋮ Asymptotic behavior of second-order impulsive partial stochastic functional neutral integrodifferential equations with infinite delay ⋮ Stability in distribution of mild solutions to stochastic partial differential equations ⋮ Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients ⋮ On the asymptotic stability of a class of jump-diffusions of neutral type with impulses ⋮ A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients ⋮ Successive approximation of neutral functional stochastic differential equations with jumps ⋮ Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients ⋮ Successive approximation of neutral functional stochastic differential equations in Hilbert spaces ⋮ Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays ⋮ Exponential stability for stochastic neutral partial functional differential equations ⋮ Unnamed Item ⋮ Trotter-Kato approximations of stochastic neutral partial functional differential equations ⋮ Existence and stability of solutions for nonautonomous stochastic functional evolution equations ⋮ Existence and Stability Results for Stochastic Fractional Delay Differential Equations with Gaussian Noise ⋮ Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion

Cites Work

• Exponential stability in mean square of neutral stochastic differential functional equations
• Semigroups of linear operators and applications to partial differential equations
• Existence results for partial neutral functional differential equations with unbounded delay
• Existence of solutions of nonlinear neutral integrodifferential equations in Banach spaces
• A note on almost sure exponential stability for stochastic partial functional differential equations
• On the exponential stability in mean square of neutral stochastic functional differential equations
• Random motion of strings and related stochastic evolution equations
• On existence and uniqueness of solution of stochastic differential equations with heredity
• Stability of neutral-type functional differential equations
• A note on stochastic convolution
• Almost sure exponential stability for stochastic partial functional differential equations^∗
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS
• Asymptotic stability theorems of semilinear stochastic evolution equations in hilbert spaces
• Asymptotic properties of neutral stochastic differential delay equations

This page was built for publication: Almost sure exponential stability for stochastic neutral partial functional differential equations