Pathwise stability of degenerate stochastic evolutions

DOI10.1007/S00020-010-1841-4zbMATH Open1233.60029OpenAlexW2014524761MaRDI QIDQ621797FDOQ621797

Authors: Joris Bierkens 

Publication date: 28 January 2011

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00020-010-1841-4

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zbMATH Keywords

Lyapunov exponentexponential growth ratestochastic delay differential equationstochastic evolution equationpathwise stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Asymptotic stability in control theory (93D20) Equations involving linear operators, with operator unknowns (47A62)

Cites Work

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Cited In (7)

• Almost sure behaviour of evolution with random potential
• Dissipativity of the delay semigroup
• Sensitivity to small delays of mean square stability for stochastic neutral evolution equations
• Sensitivity to small delays of pathwise stability for stochastic retarded evolution equations
• Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations
• Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients
• Rough path stability of (semi-)linear SPDEs

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