Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps

DOI10.1016/J.JMAA.2010.01.019zbMath1185.60069OpenAlexW2032860806MaRDI QIDQ2268065

Jianhai Bao, Chenggui Yuan, Zhen Ting Hou

Publication date: 10 March 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.01.019

zbMATH Keywords

jumpsexponential stabilitystochastic partial differential equationalmost sure exponential stabilityenergy solution

Mathematics Subject Classification ID

Stability in context of PDEs (35B35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (19)

Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity ⋮ Stochastic nonautonomous Gompertz model with Lévy jumps ⋮ Analysis of a predator-prey model with Lévy jumps ⋮ The existence and asymptotic behaviour of energy solutions to stochastic age-dependent population equations driven by Levy processes ⋮ New impulsive-integral inequality for stochastic differential equations with Poisson jumps and Caputo fractional derivative ⋮ Well-posedness of mild solutions to stochastic parabolic partial functional differential equations ⋮ Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps ⋮ Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion ⋮ \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes ⋮ Global attracting sets and exponential stability of stochastic partial functional differential equations ⋮ Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump ⋮ Moment stability of fractional stochastic evolution equations with Poisson jumps ⋮ On the exponential stability of switching-diffusion processes with jumps ⋮ Stability of Neutral Impulsive Nonlinear Stochastic Evolution Equations with Time Varying Delays ⋮ Almost sure exponential stability for time-changed stochastic differential equations ⋮ Input-to-state stability of impulsive stochastic infinite dimensional systems with Poisson jumps ⋮ Exponential stability for some stochastic neutral partial functional integrodifferential equations with delays and Poisson jumps ⋮ Stochastic impulsive fractional differential evolution equations with infinite delay ⋮ Exponential stability of solutions for retarded stochastic differential equations without dissipativity

Cites Work

• Unnamed Item
• Unnamed Item
• Moment and almost sure Lyapunov exponents of mild solutions of stochastic evolution equations with variable delays via approximation approaches
• Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
• The exponential stability for stochastic delay partial differential equations
• One-dimensional stochastic Burgers equation driven by Lévy processes
• On the uniqueness of invariant measure of the Burgers equation driven by Lévy processes
• Exponential stability of non-linear stochastic evolution equations
• Exponential stability of nonautonomous stochastic partial differential equations with finite memory
• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• On the stability of processes defined by stochastic difference- differential equations
• Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay
• Exponential stability of mild solutions of stochastic partial differential equations with delays
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps