Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity

DOI10.1186/s13662-015-0512-9zbMath1422.60101OpenAlexW1594371615WikidataQ59434924 ScholiaQ59434924MaRDI QIDQ1620735

Na Song, Zai-Ming Liu

Publication date: 13 November 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-015-0512-9

zbMATH Keywords

exponential stabilityvariation-of-constants formulaneutral type equationretarded stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Unnamed Item
• Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays
• Delay differential equations driven by Lévy processes: stationarity and Feller properties
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
• Exponential stability in mean square of impulsive stochastic difference equations with continuous time
• Introduction to functional differential equations
• Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
• Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
• Stability in distribution of neutral stochastic differential delay equations with Markovian switching
• Asymptotic stability for one dimensional differential-delay equations
• Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations
• Exponential ergodicity for retarded stochastic differential equations
• Stationary distributions for retarded stochastic differential equations without dissipativity
• Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps
• Stability in distribution of mild solutions to stochastic partial differential equations
• STABILITY OF HALF-LINEAR NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAYS
• Large deviations for neutral functional SDEs with jumps