LONG TERM BEHAVIOR OF DICHOTOMOUS STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES

DOI10.1142/S0219199704001379MaRDI QIDQ5315544zbMATH OpenOpenAlexFDO

Authors O. W. van Gaans, Sjoerd M. Verduyn Lunel

Publication date 8 September 2005

Published in Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219199704001379

zbMATH Keywords

evolution equationinvariant measurehyperbolic equationstochastic delay differential equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic functional-differential equations (34K50) Applications of operator theory to differential and integral equations (47N20) Stochastic stability in control theory (93E15) Stochastic integral equations (60H20)

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Cites work

• scientific article; zbMATH DE number 3936125 (Why is no real title available?)
• scientific article; zbMATH DE number 3287093 (Why is no real title available?)
• ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION
• An integrability condition on the resolvent for hyperbolicity of the semigroup
• Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula
• Invariant measures for dichotomous stochastic differential equations in Hilbert spaces
• Invariant measures for semilinear stochastic equations
• Invariant measures for stochastic partial differential equations in unbounded domains
• Semigroups of linear operators and applications to partial differential equations
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• Stability of stochastic integro differiential equations

Cited in

(10)

• Approximation of the random inertial manifold of singularly perturbed stochastic wave equations
• Stochastic dynamics of a neural field lattice model with state dependent nonlinear noise
• Invariant measure and random attractors for stochastic differential equations with delay
• Persistence of stability for equilibria of map iterations in Banach spaces under small random perturbations
• Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup
• Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients
• Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces
• Invariant measures for dichotomous stochastic differential equations in Hilbert spaces
• scientific article; zbMATH DE number 92902 (Why is no real title available?)
• On a class of stochastic partial differential equations with multiple invariant measures

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