Stochastic semilinear evolution equations: Lyapunov function, stability, and ultimate boundedness

DOI10.1006/jmaa.1997.5534zbMath0885.60044OpenAlexW2015399375MaRDI QIDQ1365106

Ruifeng Liu, Vidyadhar Mandrekar

Publication date: 31 March 1998

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1997.5534

zbMATH Keywords

mild solutionstability in probabilitystochastic semilinear evolution equationtwo-exponential stabilitytwo-exponential ultimate boundedness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (10)

Non-Autonomous stochastic differential equations in hubert spaces: Lyapunov Function, stability and ultimate boundedness ⋮ The exponential stability for stochastic delay partial differential equations ⋮ Global attracting set, exponential stability and stability in distribution of SPDEs with jumps ⋮ Unnamed Item ⋮ Exponential stability in mean square of stochastic functional differential equations with infinite delay ⋮ Stochastic boundary control design for extensible marine risers in three dimensional space ⋮ Stability analysis of semilinear stochastic differential equations ⋮ Stability in distribution of mild solutions to stochastic partial differential equations ⋮ Exponential stability of nonautonomous stochastic partial differential equations with finite memory ⋮ Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay

Cites Work

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• Stability of nonlinear stochastic-evolution equations
• Stability of semilinear stochastic evolution equations
• Asymptotic stability of the linear Ito equation in infinite dimensions
• Liapunov criteria for weak stochastic stability
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• Invariant measures for semilinear stochastic equations
• Ultimate boundedness and invariant measures of stochastic evolution equations
• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations
• Stochastic Equations in Infinite Dimensions

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