Polynomial stability for perturbed stochastic differential equations with respect to semimartingales

DOI10.1016/0304-4149(92)90149-KzbMath0753.60051MaRDI QIDQ1198556

Xuerong Mao

Publication date: 16 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

semimartingalespolynomially stablespatial parametersstability of the stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (9)

The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise ⋮ Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise ⋮ Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay ⋮ The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay ⋮ Non-exponential stability of scalar stochastic Volterra equations. ⋮ On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations ⋮ Moment decay rates of solutions of stochastic differential equations ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity

Cites Work

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• Semimartingales: A course on stochastic processes
• Existence and uniqueness of the solutions of stochastic differential equations
• EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERNTIAL EQUATIONS WITH RESPECT TO SEMIMARTINGALES
• Existence and uniqueness of the solutions of delay stochastic integral equations
• LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES

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