Local stability and parameter dependence of mild solutions for stochastic differential equations

DOI10.1186/1687-1847-2014-276MaRDI QIDQ307307zbMATH OpenOpenAlexWikidataFDO

Authors Lijun Pan

Publication date 1 September 2016

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/1687-1847-2014-276

zbMATH Keywords

exponential stabilitystochastic differential equationsmild solutionsparameter dependence

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Stochastic Equations in Infinite Dimensions
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Cited in

(3)

• Local mild solutions for rough stochastic partial differential equations
• On existence and local stability of solutions of stochastic differential equations
• Exponential stability of jump-diffusion systems with neutral term and impulses

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