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The existence and asymptotic behaviour of mild solutions to stochastic evolution equations with infinite delays driven by Poisson jumps. (English) Zbl 1181.60102

Summary: We consider a sufficient condition for mild solutions to exist and to be almost surely exponentially stable or exponentially ultimate bounded in mean square for the following stochastic evolution equation with infinite delays driven by Poisson jump processes:
\[ \begin{cases} dX(t) = \left[AX(t)+f(t,X(t-\rho(t)))+\int^0_{-\infty} g(\theta,X(t+\theta))\,d\theta\right]dt\\ \quad\quad +\left[\int^0_{-\infty} h(\theta,X((t+\theta)-))\,d\theta\right]\,dW(t)\\ \quad\quad +\int_U \int^0_{-\infty} k(\theta,X((t+\theta)-),y)\,d\theta q (dtdy),\quad t\geq 0\end{cases} \]
with an initial function \(X(s) =\varphi(s)\), \(-\infty< s\leq 0\), where \(\varphi:(-\infty,0]\to H\) is a càdlàg function with \(E[\sup_{-\infty<s\leq 0}|\varphi(s)|^2_H<\infty\).

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
35B40 Asymptotic behavior of solutions to PDEs
Full Text: DOI

References:

[1] DOI: 10.1017/CBO9780511755323 · Zbl 1073.60002 · doi:10.1017/CBO9780511755323
[2] DOI: 10.1017/CBO9780511666223 · doi:10.1017/CBO9780511666223
[3] DOI: 10.1016/j.spa.2007.06.009 · Zbl 1186.93070 · doi:10.1016/j.spa.2007.06.009
[4] Taniguchi T., Stoch. 53 pp 41–
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