On the stability of stochastic dynamic equations on time scales
DOI10.1007/s40306-017-0220-5zbMath1382.60082OpenAlexW2753937307MaRDI QIDQ1696182
Nguyen Thanh Dieu, Le Anh Tuan, Nguyen Huu Du
Publication date: 14 February 2018
Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40306-017-0220-5
martingalesLyapunov stabilityItô's formuladynamic equations on time scalequadratic co-variationstochastic exponential function
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Diffusion processes (60J60) Differential inequalities involving functions of a single real variable (34A40)
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Cites Work
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