Exponential stability of nontrivial solutions of stochastic differential equation (Q2907939)
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scientific article; zbMATH DE number 6076266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential stability of nontrivial solutions of stochastic differential equation |
scientific article; zbMATH DE number 6076266 |
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4 September 2012
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exponential stability
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Lyapunov function
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stochastic differential equation
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Exponential stability of nontrivial solutions of stochastic differential equation (English)
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New criteria for the almost sure exponential stability of nontrivial solutions of nonlinear stochastic differential equations are given. The analysis is based on the Lyapunov function approach.
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