Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations

DOI10.1214/EJP.v8-179zbMath1065.60060MaRDI QIDQ1767511

Alan Freeman, John A. D. Appleby

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124792

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic analysis (60H99) Stochastic integral equations (60H20)

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