Pathwise stability of degenerate stochastic evolutions

DOI10.1007/s00020-010-1841-4zbMath1233.60029OpenAlexW2014524761MaRDI QIDQ621797

Joris Bierkens

Publication date: 28 January 2011

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00020-010-1841-4

zbMATH Keywords

Lyapunov exponentexponential growth ratestochastic delay differential equationstochastic evolution equationpathwise stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic functional-differential equations (34K50) Equations involving linear operators, with operator unknowns (47A62)

Related Items (4)

Sensitivity to small delays of mean square stability for stochastic neutral evolution equations ⋮ Dissipativity of the delay semigroup ⋮ Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant Coefficients ⋮ Sensitivity to small delays of pathwise stability for stochastic retarded evolution equations

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