Sensitivity to small delays of pathwise stability for stochastic retarded evolution equations
DOI10.1007/S10959-017-0750-8zbMATH Open1404.60091OpenAlexW2592215415WikidataQ59614988 ScholiaQ59614988MaRDI QIDQ1800949FDOQ1800949
Authors: Yanyan Li 
Publication date: 26 October 2018
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-017-0750-8
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Cites Work
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- Stochastic differential equations and applications.
- Stochastic Equations in Infinite Dimensions
- Stability of Infinite Dimensional Stochastic Differential Equations with Applications
- An Introduction to Delay Differential Equations with Applications to the Life Sciences
- Stochastic stabilization and destabilization
- Not All Feedback Stabilized Hyperbolic Systems are Robust with Respect to Small Time Delays in Their Feedbacks
- Stochastic stabilisation of functional differential equations
- An Example on the Effect of Time Delays in Boundary Feedback Stabilization of Wave Equations
- \(L^ 2\)-regularity for parabolic partial integrodifferential equations with delay in the highest-order derivatives
- Title not available (Why is that?)
- Pathwise stability of degenerate stochastic evolutions
- Structural operators and semigroups associated with functional differential equations in Hilbert spaces
Cited In (4)
- Sensitivity analysis for a fractional stochastic differential equation with \(S^p\)-weighted pseudo almost periodic coefficients and infinite delay
- Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
- Sensitivity to small delays of mean square stability for stochastic neutral evolution equations
- Almost sure exponential stability sensitive to small time delay of stochastic neutral functional differential equations
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