Differential and Integral Equations

Stability of stochastic neutral partial functional differential equations under Hölder type conditions

T. E. Govindan

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Abstract

In this paper, we study the existence and uniqueness of mild solutions, and also the almost sure exponential stability of mild solutions of stochastic neutral partial functional differential equations in real separable Hilbert spaces using Hölder type conditions on the nonlinear terms. The results obtained here generalize the main results from [Govindan, Stochastics 77 (2005), 139--154].

Article information

Source
Differential Integral Equations Volume 22, Number 5/6 (2009), 411-424.

Dates
First available in Project Euclid: 20 December 2012

Permanent link to this document
https://projecteuclid.org/euclid.die/1356019599

Mathematical Reviews number (MathSciNet)
MR2501677

Subjects
Primary: 60H20: Stochastic integral equations

Citation

Govindan, T. E. Stability of stochastic neutral partial functional differential equations under Hölder type conditions. Differential Integral Equations 22 (2009), no. 5/6, 411--424. https://projecteuclid.org/euclid.die/1356019599.


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