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

DOI10.1016/J.SPA.2007.06.009zbMATH Open1186.93070OpenAlexW2075975672MaRDI QIDQ2483471FDOQ2483471

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

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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 (60)

• Approximate controllability of stochastic delay differential systems driven by Poisson jumps with instantaneous and noninstantaneous impulses
• 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
• Exponential stability for neutral stochastic partial integro-differential equations of second order with poisson jumps
• Title not available (Why is that?)
• Stability analysis of neutral stochastic delay differential equations by a generalisation of Banach's contraction principle
• On the asymptotic stability of impulsive neutral stochastic partial integrodifferential equations with variable delays and Poisson jumps
• Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
• Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
• The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump
• The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
• Input-to-state stability of infinite-dimensional stochastic nonlinear systems
• Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
• Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Asymptotic stability of second-order neutral stochastic differential equations
• Title not available (Why is that?)
• THE EXISTENCE AND ASYMPTOTIC BEHAVIOUR OF MILD SOLUTIONS TO STOCHASTIC EVOLUTION EQUATIONS WITH INFINITE DELAYS DRIVEN BY POISSON JUMPS
• Fractional neutral stochastic differential equations driven by α-stable process
• Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
• On the exponential stability of switching-diffusion processes with jumps
• Stability of Neutral Impulsive Nonlinear Stochastic Evolution Equations with Time Varying Delays
• Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients
• Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
• Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation
• Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps
• Input-to-state stability of impulsive stochastic infinite dimensional systems with Poisson jumps
• Stability of fractional neutral stochastic partial integro-differential equations
• On the asymptotic stability of a class of jump-diffusions of neutral type with impulses
• Infinite-delayed stochastic impulsive differential systems with Poisson jumps
• Complete controllability of stochastic evolution equations with jumps
• A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps
• Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
• Approximate controllability of second-order impulsive neutral stochastic differential equations with state-dependent delay and Poisson jumps
• Exponential stability of second-order stochastic evolution equations with Poisson jumps
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• On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay
• Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion
• Existence for a second-order impulsive neutral stochastic integrodifferential equations with nonlocal conditions and infinite delay
• Exponential stability of stochastic generalized porous media equations with jump
• Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
• Stochastic fractional evolution equations with fractional Brownian motion and infinite delay
• Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
• Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations
• Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps
• Stochastic Input-to-State Stability of Impulsive Stochastic Nonlinear Systems in Infinite Dimensions
• Existence and stability for stochastic partial differential equations with infinite delay
• An averaging principle for stochastic evolution equations with jumps and random time delays
• Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
• Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching
• Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions
• Stability analysis for neutral stochastic differential equation of second order driven by Poisson jumps
• Global well-posedness of a class of stochastic equations with jumps
• Exponential stability analysis of impulsive stochastic functional differential systems with delayed impulses
• THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
• Approximate solutions for a class of doubly perturbed stochastic differential equations
• Well-posedness of mild solutions to stochastic parabolic partial functional differential equations
• On neutral impulsive stochastic differential equations with Poisson jumps
• Existence and synchronization of coupled stochastic infinite-dimensional systems via aperiodically intermittent control
• Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps

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