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Stochastic Analysis with Financial Applications pp 169–178Cite as

Exponentially Stable Stationary Solutions for Delay Stochastic Evolution Equations

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Part of the book series: Progress in Probability ((PRPR,volume 65))

Abstract

We establish some sufficient conditions ensuring existence, uniqueness and exponential stability of non-trivial stationary mild solutions for a class of delay stochastic partial differential equations. Some known results are generalized and improved.

Mathematics Subject Classification (2000). 60H15; 34K21; 34K50.

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Authors and Affiliations

  1. Department of Probability and Statistics School of Mathematics and Information Sciences, Guangzhou University, Guangzhou, Guangdong, 510006, P.R. China

    Jiaowan Luo

Authors
  1. Jiaowan Luo
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Correspondence to Jiaowan Luo .

Editor information

Editors and Affiliations

  1. Japan Science and Technology Agency, Department of Mathematical Sciences, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan

    Arturo Kohatsu-Higa

  2. Division of Mathematical Sciences, Nanyang Technological University, SPMS-MAS-05-43, 21 Nanyang Link, Singapore, 637371, Singapore

    Nicolas Privault

  3. Department of Mathematics, National Central University, No.300, Zhongda Rd., Zhongli City, 320, Taiwan R.O.C.

    Shuenn-Jyi Sheu

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Luo, J. (2011). Exponentially Stable Stationary Solutions for Delay Stochastic Evolution Equations. In: Kohatsu-Higa, A., Privault, N., Sheu, SJ. (eds) Stochastic Analysis with Financial Applications. Progress in Probability, vol 65. Springer, Basel. https://doi.org/10.1007/978-3-0348-0097-6_11

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