Stability of Infinite Dimensional Stochastic Differential Equations with Applications
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Publication:5697460
DOI10.1201/9781420034820zbMath1085.60003OpenAlexW2256876301MaRDI QIDQ5697460
Publication date: 17 October 2005
Full work available at URL: https://doi.org/10.1201/9781420034820
decay ratesLyapunov stabilitystochastic partial differential equationsinvariant measuresLyapunov exponentultimate boundednessstochastic functional differential equationsmean-square stabilityalmost sure stabilitystochastic evolution equationsRazumikhin-type theoremsstable semigroups
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Control problems involving ordinary differential equations (34H05) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Groups and semigroups of linear operators, their generalizations and applications (47D99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Differential equations in abstract spaces (34G99)
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