Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations

DOI10.3934/dcdsb.2006.6.667zbMath1131.93052OpenAlexW2328535870MaRDI QIDQ2471390

Henri Schurz, John A. D. Appleby, Aleksandra Rodkina

Publication date: 22 February 2008

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2006.6.667

zbMATH Keywords

stochastic differential equationsexponential asymptotic stabilityalmost sure asymptotic stabilityasymptotic stability with probability \(p\)polynomial asymptotic stabilityweak exponential asymptotic stabilitywedge function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Generation, random and stochastic difference and differential equations (37H10)

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