Explicit criteria for mean square exponential stability of stochastic differential equations

DOI10.1016/j.aml.2019.01.014zbMath1414.34047OpenAlexW2913079210WikidataQ115597934 ScholiaQ115597934MaRDI QIDQ1739440

Pham Huu Anh Ngoc

Publication date: 26 April 2019

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2019.01.014

zbMATH Keywords

stochastic differential equationmean square exponential stability

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items

New criteria for exponential stability in mean square of stochastic functional differential equations with infinite delay, Explicit criteria for mean square exponential stability of stochastic linear differential equations with distributed delays, Boundedness theorems of stochastic differential systems with Lévy noise, Asymptotic behaviour analysis of stochastic functional differential equations with semi-Markovian switching signal, Novel criteria for exponential stability in mean square of stochastic functional differential equations, Boundedness analysis of stochastic delay differential equations with Lévy noise, New criteria for mean square exponential stability of stochastic delay differential equations

Cites Work

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