On the \(p\)th moment estimates for the solution of stochastic differential equations

DOI10.1186/1029-242X-2014-395zbMath1333.60122OpenAlexW2167010691WikidataQ59320314 ScholiaQ59320314MaRDI QIDQ257778

Young-Ho Kim

Publication date: 17 March 2016

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

Full work available at URL: https://doi.org/10.1186/1029-242x-2014-395

zbMATH Keywords

Itō's formula\(L^p\)-estimatealmost surely asymptotic estimatessample Lyapunov exponent

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites Work

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• A note on the existence and uniqueness of the solutions to SFDES
• The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
• Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks
• Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
• Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay

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