Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps

DOI10.1016/J.NAHS.2006.03.008zbMATH Open1157.93035OpenAlexW2005584248MaRDI QIDQ1005294FDOQ1005294

Authors: Jiaowan Luo 

Publication date: 9 March 2009

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2006.03.008

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zbMATH Keywords

mild solutionalmost sure asymptotic stabilityMarkovian jumpsinfinite dimensional stochastic evolution equations with memoryLévy processes

Mathematics Subject Classification ID

Asymptotic stability in control theory (93D20) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
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• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• Mild solutions of SPDE's driven by Poisson noise in infinite dimensions and their dependence on initial conditions.

Cited In (7)

• The Razumikhin approach on general decay stability for neutral stochastic functional differential equations
• Moment decay rates of stochastic differential equations with time-varying delay
• Delay-dependent \(H_\infty \) filtering for stochastic systems with Markovian switching and mixed mode-dependent delays
• Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces
• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay
• Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching

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