Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps

DOI10.1016/j.nahs.2006.03.008zbMath1157.93035OpenAlexW2005584248MaRDI QIDQ1005294

Luo, Jiaowan

Publication date: 9 March 2009

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2006.03.008

zbMATH Keywords

Lévy processesMarkovian jumpsmild solutionalmost sure asymptotic stabilityinfinite dimensional stochastic evolution equations with memory

Mathematics Subject Classification ID

Related Items (4)

The Razumikhin approach on general decay stability for neutral stochastic functional differential equations ⋮ Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay ⋮ Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching ⋮ Delay-dependent \(H_\infty \) filtering for stochastic systems with Markovian switching and mixed mode-dependent delays

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
• On stability for a class of semilinear stochastic evolution equations
• Stability of stochastic differential equations with Markovian switching
• Stability of a random diffusion with linear drift
• Stochastic differential delay equations with Markovian switching
• Stochastic stabilization of differential systems with general decay rate
• LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Lyapunov functionals and asymptotic stability of stochastic delay evolution equations
• Asymptotic Stability of Nonlinear Stochastic Evolution Equations
• Lévy Processes and Stochastic Calculus
• Stability of Infinite Dimensional Stochastic Differential Equations with Applications
• Moment decay rates of solutions of stochastic differential equations
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps