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

DOI10.1215/KJM/1250517597MaRDI QIDQ700279zbMATH OpenOpenAlexFDO

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

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)

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