EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS

DOI10.1081/SAP-120015832zbMath1066.60055MaRDI QIDQ4797333

T. E. Govindan

Publication date: 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

exponential stability; existence and uniqueness of a mild solution

Mathematics Subject Classification ID

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

34K20: Stability theory of functional-differential equations

34K50: Stochastic functional-differential equations

Related Items

Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay, Almost sure exponential stability for stochastic neutral partial functional differential equations, Integral inequality and exponential stability for neutral stochastic partial differential equations with delays, Impulsive-integral inequality and exponential stability for stochastic partial differential equations with delays

Cites Work

• Unnamed Item
• Unnamed Item
• On the estimate of solutions of perturbed linear differential equations
• Random differential inequalities
• Stability of nonlinear stochastic-evolution equations
• Stability of semilinear stochastic evolution equations
• Successive approximations to solutions of stochastic differential equations
• Stability and time-optimal control of hereditary systems
• Asymptotic stability of the linear Ito equation in infinite dimensions
• Introduction to functional differential equations
• Global existence and stability of solutions for reaction diffusion functional differential equations
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• On existence and uniqueness of solution of stochastic differential equations with heredity
• Stochastic global stability of a random feed-back system
• A note on a comparison theorem for equations with different diffusions
• Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory
• Almost sure exponential stability for stochastic partial functional differential equations^∗
• Exponential stability of mild solutions of stochastic partial differential equations with delays
• EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES