EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493705001468zbMATH Open1079.60058OpenAlexW2153620920MaRDI QIDQ5694402FDOQ5694402

Authors: Michael Scheutzow 

Publication date: 30 September 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493705001468

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zbMATH Keywords

Lyapunov exponentLyapunov functionalstochastic delay equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Stochastic integral equations (60H20)

Cites Work

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• The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow.
• The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem.
• Nonlinear flows of stochastic linear delay equations
• Qualitative behaviour of stochastic delay equations with a bounded memory

Cited In (15)

• Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay
• Stochastic differential delay equations with jumps, under nonlinear growth condition
• Almost sure exponential stability of hybrid stochastic delayed Cohen-Grossberg neural networks
• Generalized couplings and ergodic rates for SPDEs and other Markov models
• Subgeometric rates of convergence of Markov processes in the Wasserstein metric
• Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise
• Stability of stochastic functional differential equations with random switching and applications
• Almost sure exponential stability of stochastic differential delay equations
• Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
• Title not available (Why is that?)
• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
• Almost sure exponential stability of hybrid stochastic functional differential equations
• Exponential growth rate for a singular linear stochastic delay differential equation
• Growth rate of a stochastic growth process driven by an exponential Ornstein–Uhlenbeck process

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