Moment and almost sure Lyapunov exponents of mild solutions of stochastic evolution equations with variable delays via approximation approaches

DOI10.1215/KJM/1250517597zbMath1021.60048OpenAlexW1494624354MaRDI QIDQ700279

Kai Liu, Aubrey Truman

Publication date: 15 October 2003

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250517597

zbMATH Keywords

Lyapunov functionstrong solutionsmild solutionsalmost sure stabilitymean square stabilityabstract stochastic delay differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear differential equations in abstract spaces (34G20) Stability theory of functional-differential equations (34K20) Stability of solutions to ordinary differential equations (34D20) Neutral functional-differential equations (34K40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Pathwise stability of degenerate stochastic evolutions ⋮ Robust \(H_{\infty}\) control for linear stochastic partial differential systems with time delay ⋮ Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps ⋮ ON EXPONENTIAL STABILITY FOR STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS

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