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

DOI10.1215/kjm/1250517597zbMath1021.60048MaRDI QIDQ700279

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 function; strong solutions; mild solutions; almost sure stability; mean square stability; abstract stochastic delay differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34G20: Nonlinear differential equations in abstract spaces

34K20: Stability theory of functional-differential equations

34D20: Stability of solutions to ordinary differential equations

34K40: Neutral functional-differential equations

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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