Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps

In this paper, we consider a class of neutral stochastic partial differential equations with delays and Poisson jumps. Sufficient conditions for the existence and exponential stability in mean square as well as almost surely exponential stability of mild solutions are derived by means of the Banach fixed point principle. An example is provided to illustrate the effectiveness of the proposed result.

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Year of publication:	2011
Authors:	Cui, Jing ; Yan, Litan ; Sun, Xichao
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1970-1977
Publisher:	Elsevier
Subject:	Stochastic partial differential equations \| Neutral equations \| Exponential stability \| Poisson jumps

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571781