Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps

Abstract

The existence, uniqueness and some sufficient conditions for stability in distribution of mild solutions to stochastic partial differential delay equations with jumps are presented. The principle technique of our investigation is to construct a proper approximating strong solution system and carry out a limiting type of argument to pass on stability of strong solutions to mild ones. As a consequence, stability results of Basak et al . ( Basak et al . 1999 J. Math. Anal. Appl. 202 , 604–622) and Yuan et al . ( Yuan et al . 2003 Syst. Control Lett. 50 , 195–207) are generalized to cover a class of much more general stochastic partial differential delay equations with jumps in infinite dimensions. In contrast to the almost sure exponential stability in Ichikawa ( Ichikawa 1982 J. Math. Anal. Appl. 90 , 12–44) and Luo & Liu ( Luo & Liu 2008 Stoch. Proc. Appl. 118 , 864–895) and the moment exponential stability in Luo & Liu, we present a new result on the stability in distribution of mild solutions. Finally, an example is given to demonstrate the applicability of our work.