Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations
Probability
2010-02-17 v1
Abstract
In this paper we study the well-known Khasminskii-Type Theorem, i.e. the existence and uniqueness of solutions of stochastic evolution delay equations, under local Lipschitz condition, but without linear growth condition. We then establish one stochastic LaSalle-type theorem for asymptotic stability analysis of strong solutions. Moreover, several examples are established to illustrate the power of our theories.
Keywords
Cite
@article{arxiv.1002.3116,
title = {Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations},
author = {Jianhai Bao and Xuerong Mao and Chenggui Yuan},
journal= {arXiv preprint arXiv:1002.3116},
year = {2010}
}