Moment and almost sure Lyapunov exponents of mild solutions of stochastic evolution equations with variable delays via approximation approaches

DOI10.1215/KJM/1250517597zbMATH Open1021.60048OpenAlexW1494624354MaRDI QIDQ700279FDOQ700279

Authors: Kai Liu, Aubrey Truman 

Publication date: 15 October 2003

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250517597

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• scientific article; zbMATH DE number 4197073

zbMATH Keywords

Lyapunov functionstrong solutionsmild solutionsalmost sure stabilitymean square stabilityabstract stochastic delay differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Nonlinear differential equations in abstract spaces (34G20) Stability theory of functional-differential equations (34K20) Neutral functional-differential equations (34K40)

Cited In (6)

• ON EXPONENTIAL STABILITY FOR STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS
• Title not available (Why is that?)
• Pathwise stability of degenerate stochastic evolutions
• Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
• Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay
• Robust \(H_{\infty}\) control for linear stochastic partial differential systems with time delay

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