Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps

DOI10.1016/J.SPA.2007.06.009MaRDI QIDQ2483471zbMATH OpenOpenAlexFDO

Authors Kai Liu, Jiaowan Luo

Publication date 28 April 2008

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2007.06.009

zbMATH Keywords

moment exponential stabilityalmost sure exponential stabilityMarkovian jumpsinfinite dimensional stochastic evolution equations with memoryLévy processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

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Cited in

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• Existence and stability of impulsive stochastic coupled systems in infinite dimensions
• Exponential stability analysis in mean square for a class of stochastic delay differential equations
• Existence of solutions and approximate controllability of second-order stochastic differential systems with Poisson jumps and finite delay
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• Existence and synchronization of coupled stochastic infinite-dimensional systems via aperiodically intermittent control
• Stochastic fractional evolution equations with fractional Brownian motion and infinite delay
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• Stability of neutral impulsive nonlinear stochastic evolution equations with time varying delays
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