THE EXISTENCE AND ASYMPTOTIC BEHAVIOUR OF MILD SOLUTIONS TO STOCHASTIC EVOLUTION EQUATIONS WITH INFINITE DELAYS DRIVEN BY POISSON JUMPS

DOI10.1142/S0219493709002646zbMath1181.60102OpenAlexW2047970228MaRDI QIDQ5320887

Luo, Jiaowan, Takeshi Taniguchi

Publication date: 22 July 2009

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493709002646

zbMATH Keywords

mild solutionsinfinite delaysstochastic evolution equationsexponential ultimate boundednessPoisson jump processes

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (20)

The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump ⋮ Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps ⋮ Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps ⋮ Exponential stability for neutral stochastic partial integro-differential equations of second order with poisson jumps ⋮ Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions ⋮ Topological properties of solution sets for Sobolev-type fractional stochastic differential inclusions with Poisson jumps ⋮ Stability analysis for neutral stochastic differential equation of second order driven by Poisson jumps ⋮ Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps ⋮ Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps ⋮ Exponential stability of second-order stochastic evolution equations with Poisson jumps ⋮ Approximate controllability of impulsive neutral stochastic differential equations driven by Poisson jumps ⋮ Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay ⋮ Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps ⋮ Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise ⋮ Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps. ⋮ Stability of Neutral Impulsive Nonlinear Stochastic Evolution Equations with Time Varying Delays ⋮ EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR STOCHASTIC IMPULSIVE DIFFERENTIAL EQUATIONS ⋮ Existence and asymptotic behavior of solutions for neutral stochastic partial integrodifferential equations with infinite delays ⋮ Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps ⋮ Controllability of retarded time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion

Cites Work

• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Lévy Processes and Stochastic Calculus

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