Exponential stability of second-order stochastic evolution equations with Poisson jumps

DOI10.1016/J.CNSNS.2012.04.020MaRDI QIDQ1948175zbMATH OpenOpenAlexFDO

Authors Yong Ren, R. Sakthivel

Publication date 2 May 2013

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2012.04.020

zbMATH Keywords

cosine familyexponential stability in second meanmild solutionPoisson point processsecond order stochastic evolution equation

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stability in context of PDEs (35B35) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic stability in control theory (93E15)

Review text

The paper formulates conditions for mild solutions of certain second order stochastic differential equations with infinite delay and Poisson jumps to exist and to be exponentially stable in second mean.

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Cited in

(64)

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• THE EXISTENCE AND ASYMPTOTIC BEHAVIOUR OF MILD SOLUTIONS TO STOCHASTIC EVOLUTION EQUATIONS WITH INFINITE DELAYS DRIVEN BY POISSON JUMPS
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