AbstractThe aim of this paper is to investigate exponential stability of paths for a class of Hilbert space-valued non-linear stochastic evolution equations. The analyses consist in using exponential martingale formula, Lyapunov functional and some special inequalities derived for our stability purposes. Various sufficient conditions are obtained to ensure the stability of the strong solutions. Several applications to stochastic partial differential equations are studied to illustrate our theory. In particular, by means of our results we loosen the conditions of certain stochastic evolution systems from Haussmann (1978) or Ichikawa (1982)
Existence and uniqueness of strong solutions for a class of stochastic functional di fferential equa...
AbstractThis paper discusses the asymptotic stability and exponential stability of nonlinear stochas...
AbstractConsider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)dμ(t)...
The aim of this paper is to investigate exponential stability of paths for a class of Hilbert space-...
AbstractCriteria for boundedness, asymptotic stability of sample paths given by solutions to nonline...
Stability in the Lyapunov sense for deterministic systems has been well studied since the beginning ...
AbstractIn this paper, we consider a class of stochastic neutral partial functional differential equ...
In this paper we establish some su cient conditions ensuring almost sure practical asymptotic stabil...
AbstractSufficient conditions for almost surely asymptotic stability with a certain decay function o...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
AbstractStability of moments of the mild solution of a semilinear stochastic evolution equation is s...
Sufficient conditions to get exponential stability for the sample paths (with probability one) of a ...
The thesis deals with so-called evolutionary equations, a class of abstract linear operator equation...
Consider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)d[mu](t)+G(X(...
AbstractSome criteria for the mean square and almost sure exponential stability of nonlinear stochas...
Existence and uniqueness of strong solutions for a class of stochastic functional di fferential equa...
AbstractThis paper discusses the asymptotic stability and exponential stability of nonlinear stochas...
AbstractConsider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)dμ(t)...
The aim of this paper is to investigate exponential stability of paths for a class of Hilbert space-...
AbstractCriteria for boundedness, asymptotic stability of sample paths given by solutions to nonline...
Stability in the Lyapunov sense for deterministic systems has been well studied since the beginning ...
AbstractIn this paper, we consider a class of stochastic neutral partial functional differential equ...
In this paper we establish some su cient conditions ensuring almost sure practical asymptotic stabil...
AbstractSufficient conditions for almost surely asymptotic stability with a certain decay function o...
AbstractA strong solutions approximation approach for mild solutions of stochastic functional differ...
AbstractStability of moments of the mild solution of a semilinear stochastic evolution equation is s...
Sufficient conditions to get exponential stability for the sample paths (with probability one) of a ...
The thesis deals with so-called evolutionary equations, a class of abstract linear operator equation...
Consider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)d[mu](t)+G(X(...
AbstractSome criteria for the mean square and almost sure exponential stability of nonlinear stochas...
Existence and uniqueness of strong solutions for a class of stochastic functional di fferential equa...
AbstractThis paper discusses the asymptotic stability and exponential stability of nonlinear stochas...
AbstractConsider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)dμ(t)...