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

Jing Cui, Litan Yan and Xichao Sun

Statistics & Probability Letters, 2011, vol. 81, issue 12, 1970-1977

Abstract: 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.

Keywords: Stochastic partial differential equations; Neutral equations; Exponential stability; Poisson jumps (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2011.08.010

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