Stability in distribution of neutral stochastic partial differential delay equations driven by -stable process
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Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
\(\alpha\)-stable processmild solutionneutral stochastic partial differential equationstability in distribution
Stability theory of functional-differential equations (34K20) Functional-differential equations in abstract spaces (34K30) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50) Generation, random and stochastic difference and differential equations (37H10)
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Cites work
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
- Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
- Existence results for partial neutral functional differential equations with unbounded delay
- Global attracting set and stability of stochastic neutral partial functional differential equations with impulses
- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Integral inequality and exponential stability for neutral stochastic partial differential equations with delays
- Invariant measures of stochastic \(2D\) Navier-Stokes equation driven by \(\alpha\)-stable processes
- Lévy Processes and Stochastic Calculus
- Semigroups of linear operators and applications to partial differential equations
- Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching
- Stability in distribution of stochastic differential delay equations with Markovian switching
- Stability of nonlinear regime-switching jump diffusion
- Stochastic Equations in Infinite Dimensions
- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- The exponential stability of neutral stochastic delay partial differential equations
- Weak convergence of functional stochastic differential equations with variable delays
Cited in
(13)- New approach to state estimator for discrete-time BAM neural networks with time-varying delay
- Trichotomy of nonoscillatory solutions to second-order neutral difference equation with quasi-difference
- A study on state estimation for discrete-time recurrent neural networks with leakage delay and time-varying delay
- Stationary solutions of neutral stochastic partial differential equations with delays in the highest-order derivatives
- Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes
- Stability analysis of discrete-time systems with variable delays via some new summation inequalities
- Stability in distribution of mild solutions to stochastic partial differential equations
- On the qualitative behaviour of the solution to a stochastic partial functional - differential equation arising in population dynamics
- Fractional neutral stochastic differential equations driven by α-stable process
- Stationary distributions for stochastic differential equations with memory driven by -stable processes
- Asymptotic behavior of a stochastic differential system with infinite delay and -stable process
- Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive -stable processes
- On nonlocal fractional q-integral boundary value problems of fractional q-difference and fractional q-integrodifference equations involving different numbers of order and q
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