Stability of stochastic partial differential equations with infinite delays
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Publication:955054
DOI10.1016/j.cam.2007.11.002zbMath1151.60336OpenAlexW1991643807MaRDI QIDQ955054
Publication date: 18 November 2008
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2007.11.002
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
- Stability of semilinear stochastic evolution equations
- Asymptotic stability of the linear Ito equation in infinite dimensions
- Fixed points and stability of neutral stochastic delay differential equations
- Asymptotic exponential stability of stochastic partial differential equations with delay
- Integral equations, Volterra equations, and the remarkable resolvent: contractions
- Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations
- Lyapunov functionals and asymptotic stability of stochastic delay evolution equations
- Exponential stability of mild solutions of stochastic partial differential equations with delays
- Asymptotic stability theorems of semilinear stochastic evolution equations in hilbert spaces
- Stability of Infinite Dimensional Stochastic Differential Equations with Applications
- EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES
- Stochastic Equations in Infinite Dimensions
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