Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations
From MaRDI portal
Publication:5225908
Recommendations
- On the asymptotic stability of impulsive neutral stochastic partial integrodifferential equations with variable delays and Poisson jumps
- Existence, uniqueness and stability of impulsive stochastic partial neutral functional differential equations with infinite delays
- Asymptotic stability of neutral stochastic functional integro-differential equations with impulses
- Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional partial integrodifferential equations with infinite delay and Poisson jumps
- Asymptotic stability of impulsive stochastic partial integrodifferential equations with delays
Cites work
- scientific article; zbMATH DE number 3703762 (Why is no real title available?)
- scientific article; zbMATH DE number 3488955 (Why is no real title available?)
- scientific article; zbMATH DE number 1252483 (Why is no real title available?)
- scientific article; zbMATH DE number 227027 (Why is no real title available?)
- scientific article; zbMATH DE number 3321704 (Why is no real title available?)
- Analysis of the rosenblatt process
- Analytic resolvent operators for integral equations in Banach space
- Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
- Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion
- Existence and uniqueness of mild solutions to neutral SFDEs driven by a fractional Brownian motion with non-Lipschitz coefficients
- Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
- Exponential stability of nonlinear impulsive neutral differential equations with delays
- Functional differential equations driven by a fractional Brownian motion
- Functional differential equations in Hilbert spaces driven by a fractional Brownian motion
- Integration questions related to fractional Brownian motion
- Neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- On exponential stability of mild solutions for some stochastic partial integrodifferential equations
- On the Almost Sure Stability of Linear Stochastic Distributed-Parameter Dynamical Systems
- On the asymptotic stability of impulsive neutral stochastic partial integrodifferential equations with variable delays and Poisson jumps
- Optimal Control of Stochastic Linear Distributed Parameter Systems
- Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
- Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
- Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- Stochastic Equations in Infinite Dimensions
- Stochastic evolution equations and related measure processes
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Stochastic population dynamics driven by Lévy noise
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(5)- scientific article; zbMATH DE number 2118600 (Why is no real title available?)
- Asymptotic stability of neutral stochastic functional integro-differential equations with impulses
- Well-posedness of mild solutions to stochastic parabolic partial functional differential equations
- Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation
- Asymptotic behaviour of a stochastic semilinear dissipative functional equation without uniqueness of solutions
This page was built for publication: Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5225908)