EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493705001468MaRDI QIDQ5694402zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• Nonlinear flows of stochastic linear delay equations
• Qualitative behaviour of stochastic delay equations with a bounded memory
• 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.

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(15)

• scientific article; zbMATH DE number 5924990 (Why is no real title available?)
• Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
• Stability of stochastic functional differential equations with random switching and applications
• Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay
• Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
• Exponential growth rate for a singular linear stochastic delay differential equation
• Almost sure exponential stability of hybrid stochastic delayed Cohen-Grossberg neural networks
• Almost sure exponential stability of stochastic differential delay equations
• Subgeometric rates of convergence of Markov processes in the Wasserstein metric
• Generalized couplings and ergodic rates for SPDEs and other Markov models
• Growth rate of a stochastic growth process driven by an exponential Ornstein–Uhlenbeck process
• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• Almost sure exponential stability of hybrid stochastic functional differential equations
• Stochastic differential delay equations with jumps, under nonlinear growth condition
• Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise

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