Rate of decay for solutions of stochastic differential equations

DOI10.1016/0022-247X(77)90150-0zbMath0406.60050OpenAlexW2079346259MaRDI QIDQ1257737

Thomas C. Gard

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(77)90150-0

zbMATH Keywords

Asymptotic StabilityIto EquationsLiapunov FunctionStochastic Analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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• A survey of stability of stochastic systems
• Stochastic stability and the dirichlet problem
• A General Uniqueness Theorem for Solutions of Stochastic Differential Equations
• Asymptotic Behavior of Solutions of Linear Stochastic Differential Systems
• Converse Theorems for Stochastic Liapunov Functions

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