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Asymptotic Stability of Nonlinear Stochastic Evolution Equations
Abstract:Some results on the pathwise asymptotic stability of solutions to stochastic partial differential equations are proved. Special attention is paid in proving sufficient conditions ensuring almost sure asymptotic stability with a non-exponential decay rate. The situation containing some hereditary characteristics is also treated. The results are illustrated with several examples.
Keywords:Financial market model  Innovation process  Utility maximization
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