Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
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Publication:3561950
DOI10.1098/RSPA.2008.0486zbMATH Open1186.60057OpenAlexW2137003801MaRDI QIDQ3561950FDOQ3561950
Authors: Jianhai Bao, Chenggui Yuan, Aubrey Truman 
Publication date: 19 May 2010
Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: http://rspa.royalsocietypublishing.org/content/vol465/issue2107/
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional-differential equations in abstract spaces (34K30)
Cited In (31)
- Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump
- Approximate controllability for time-dependent impulsive neutral stochastic partial differential equations with memory
- Stochastic differential delay equations with jumps, under nonlinear growth condition
- Exponential stability of solutions for retarded stochastic differential equations without dissipativity
- Practical exponential stability of stochastic age-dependent capital system with Lévy noise
- Stochastic nonautonomous Gompertz model with Lévy jumps
- Analysis of a predator-prey model with Lévy jumps
- On the exponential stability of switching-diffusion processes with jumps
- Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
- Stability of sets of stochastic functional differential equations with impulse effect
- Retarded jump-diffusion equations and stability.
- Input-to-state stability of impulsive stochastic infinite dimensional systems with Poisson jumps
- Quasi Contraction of Stochastic Functional Differential Equations
- Stability of fractional neutral stochastic partial integro-differential equations
- On the asymptotic stability of a class of jump-diffusions of neutral type with impulses
- Almost sure asymptotic stability of stochastic partial differential equations with jumps
- On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces
- A posteriori analysis of finite element discretizations of stochastic partial differential delay equations
- Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
- Title not available (Why is that?)
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
- Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
- Exponential stability of jump-diffusion systems with neutral term and impulses
- Stability in distribution of stochastic Volterra-Levin equations
- Numerical analysis for stochastic partial differential delay equations with jumps
- Weak convergence of functional stochastic differential equations with variable delays
- Almost sure exponential stability for time-changed stochastic differential equations
- Closability of quadratic forms associated to invariant probability measures of SPDEs
- Stability in distribution of mild solutions to stochastic partial differential equations
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