ON STOCHASTIC DELAY EVOLUTION EQUATIONS WITH NON-LIPSCHITZ NONLINEARITIES IN HILBERT SPACES

被引:0
|
作者
Govindan, T. E. [1 ]
机构
[1] Inst Politecn Nacl, Dept Matemat, Escuela Super Fis & Matemat, Mexico City 07738, DF, Mexico
关键词
MILD SOLUTIONS; DIFFERENTIAL-EQUATIONS; EXPONENTIAL STABILITY; EXISTENCE;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study existence and exponential stability problems of mild solutions associated with stochastic delay evolution equations in Hilbert spaces. These problems are resolved using the properties of a stochastic convolution integral and a comparison principle by exploiting Holder-type conditions on the drift and diffusion terms. The results obtained here generalize the corresponding main results from [1, 3, 4, 9, 13, 16].
引用
收藏
页码:157 / 176
页数:20
相关论文
共 50 条
  • [21] Multivalued stochastic differential equations with non-Lipschitz coefficients
    Siyan Xu
    Chinese Annals of Mathematics, Series B, 2009, 30 : 321 - 332
  • [22] Multivalued Stochastic Differential Equations with Non-Lipschitz Coeffcients
    Siyan XU School of Mathematics and Statistics
    Chinese Annals of Mathematics, 2009, 30 (03) : 321 - 332
  • [23] Stochastic Evolution Equations in Hilbert Spaces
    Kruse, Raphael
    STRONG AND WEAK APPROXIMATION OF SEMILINEAR STOCHASTIC EVOLUTION EQUATIONS, 2014, 2093 : 11 - 49
  • [24] Backward Doubly Stochastic Differential Equations with Stochastic Non-Lipschitz Coefficients
    Si-yan Xu
    Yi-dong Zhang
    Acta Mathematicae Applicatae Sinica, English Series, 2024, 40 (4): : 908 - 928
  • [25] Infinite Horizon Stochastic Maximum Principle for Stochastic Delay Evolution Equations in Hilbert Spaces
    Haoran Dai
    Jianjun Zhou
    Han Li
    Bulletin of the Malaysian Mathematical Sciences Society, 2021, 44 : 3229 - 3258
  • [26] Infinite Horizon Stochastic Delay Evolution Equations in Hilbert Spaces and Stochastic Maximum Principle
    Li, Han
    Zhou, Jianjun
    Dai, Haoran
    Xu, Biteng
    Dong, Wenxu
    TAIWANESE JOURNAL OF MATHEMATICS, 2022, 26 (03): : 635 - 665
  • [27] Infinite Horizon Stochastic Maximum Principle for Stochastic Delay Evolution Equations in Hilbert Spaces
    Dai, Haoran
    Zhou, Jianjun
    Li, Han
    BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY, 2021, 44 (05) : 3229 - 3258
  • [28] Backward Doubly Stochastic Differential Equations with Stochastic Non-Lipschitz Coefficients
    Si-yan XU
    Yi-dong ZHANG
    Acta Mathematicae Applicatae Sinica, 2024, 40 (04) : 908 - 928
  • [29] On Schrodinger type evolution equations with non-Lipschitz coefficients
    Cicognani, Massimo
    Reissig, Michael
    ANNALI DI MATEMATICA PURA ED APPLICATA, 2011, 190 (04) : 645 - 665
  • [30] Anticipated backward stochastic differential equations with non-Lipschitz coefficients
    Zhou, Huihui
    Han, Yun
    Feng, Zhiguo
    Yuan, Rui
    JOURNAL OF MATHEMATICAL CHEMISTRY, 2021, 59 (02) : 516 - 528