Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps

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Cited in

(31)

Stochastic nonautonomous Gompertz model with Lévy jumps
Analysis of a predator-prey model with Lévy jumps
Stability in distribution of mild solutions to stochastic partial differential equations
The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump
Exponential stability of solutions for retarded stochastic differential equations without dissipativity
Retarded jump-diffusion equations and stability.
Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces
Practical exponential stability of stochastic age-dependent capital system with Lévy noise
Stability of sets of stochastic functional differential equations with impulse effect
Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
A note on the controllability of stochastic partial differential equations driven by Lévy noise
Input-to-state stability of impulsive stochastic infinite dimensional systems with Poisson jumps
Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
Numerical analysis for stochastic partial differential delay equations with jumps
Stability of fractional neutral stochastic partial integro-differential equations
A posteriori analysis of finite element discretizations of stochastic partial differential delay equations
Weak convergence of functional stochastic differential equations with variable delays
Almost sure exponential stability for time-changed stochastic differential equations
Approximate controllability for time-dependent impulsive neutral stochastic partial differential equations with memory
Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
\(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
Strong averaging principle for slow-fast SPDEs with Poisson random measures
Stability in distribution of stochastic Volterra-Levin equations
Quasi Contraction of Stochastic Functional Differential Equations
Exponential stability of jump-diffusion systems with neutral term and impulses
Stochastic differential delay equations with jumps, under nonlinear growth condition
On the asymptotic stability of a class of jump-diffusions of neutral type with impulses
Closability of quadratic forms associated to invariant probability measures of SPDEs
On the exponential stability of switching-diffusion processes with jumps
Almost sure asymptotic stability of stochastic partial differential equations with jumps

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