P-th moment growth bounds of infinite-dimensional stochastic evolution equations

DOI10.1017/S0308210500027189zbMath0899.60051OpenAlexW2334442265MaRDI QIDQ4380627

Kai Liu

Publication date: 4 May 1998

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0308210500027189

zbMATH Keywords

stochastic differential equationslogarithmic growthstochastic evolution equationsparabolic Itô equations

Mathematics Subject Classification ID

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

Related Items (2)

Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching ⋮ Moment decay rates of solutions of stochastic differential equations

Cites Work

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• Hyperinvariant subspaces for bilateral weighted shifts
• Semimartingales: A course on stochastic processes
• On stability for a class of semilinear stochastic evolution equations
• Exponential stability in mean square for stochastic differential equations
• Differential inequalities and stochastic functional differential equations

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