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2001 Moment and almost sure Lyapunov exponents of mild solutions of stochastic evolution equations with variable delays via approximation approaches
Kai Liu, Aubrey Truman
J. Math. Kyoto Univ. 41(4): 749-768 (2001). DOI: 10.1215/kjm/1250517597

Abstract

Several criteria for the asymptotic exponential stability of a class of Hilbert space-valued, non-autonomous stochastic evolution equations with variable delays are presented. This formulation is particularly suitable for the treatment of mild solutions of general stochastic delay partial differential equations. The principal technique of our investigation is to construct a proper approximating strong solution system and carry out a limiting type of argument to obtain the required exponential stability. As a consequence, stability results from A. Ichikawa [8] are generalized to cover a class of non-autonomous stochastic delay evolution equations. In particular, we improve the recent results of T. Taniguchi [14] to remove the time delay interval restriction there.

Citation

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Kai Liu. Aubrey Truman. "Moment and almost sure Lyapunov exponents of mild solutions of stochastic evolution equations with variable delays via approximation approaches." J. Math. Kyoto Univ. 41 (4) 749 - 768, 2001. https://doi.org/10.1215/kjm/1250517597

Information

Published: 2001
First available in Project Euclid: 17 August 2009

zbMATH: 1021.60048
MathSciNet: MR1891673
Digital Object Identifier: 10.1215/kjm/1250517597

Subjects:
Primary: 60H15
Secondary: 34K50 , 37H10

Rights: Copyright © 2001 Kyoto University

Vol.41 • No. 4 • 2001
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