Stability of solutions of stochastic functional-differential equations with locally Lipschitz coefficients in Hilbert spaces

DOI10.1134/S0012266118070029zbMath1426.60084OpenAlexW2886581737MaRDI QIDQ1798675

M. M. Vas'kovskii, I. V. Kachan

Publication date: 23 October 2018

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266118070029

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)

Related Items (1)

Global stability of a stochastic differential equation with discontinuous coefficients in a Hilbert space

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Stability of semilinear stochastic evolution equations
• On stability for a class of semilinear stochastic evolution equations
• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• Well-posedness of the Cauchy problem for stochastic evolution functional equations
• Consistency problems for Heath-Jarrow-Morton interest rate models
• Stochastic Equations in Infinite Dimensions

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