Liu, Kai
(2018)
Sensitivity to Small Delays of Pathwise Stability for Stochastic Retarded Evolution Equations.
Journal of Theoretical Probability, 31 (3).
pp. 1625-1646.
Text
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Abstract
In this paper, we shall study the almost sure pathwise exponential stability property for a class of stochastic functional differential equations with delays, possibly, in the highest-order derivative terms driven by multiplicative noise. Instead of establishing a moment exponential stability as the first step and then proceeding to investigate the pathwise stability of the system under consideration, we shall develop a direct approach for this problem. As a consequence, we can show that some systems, which are not exponential momently stable, have the exponential stability not sensitive to small delays in the almost sure sense.
Item Type: | Article |
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Uncontrolled Keywords: | Stability sensitive to small delays, Pathwise exponential stability, Stochastic delay evolution equation |
Depositing User: | Symplectic Admin |
Date Deposited: | 07 Sep 2018 10:03 |
Last Modified: | 19 Jan 2023 01:26 |
DOI: | 10.1007/s10959-017-0750-8 |
Related URLs: | |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3025634 |