Exponential stability for stochastic differential equations with respect to semimartingales

DOI10.1016/0304-4149(90)90006-EzbMath0718.60061MaRDI QIDQ2639425

Xuerong Mao

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationcontinuous local martingaleexponentially decaying

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (7)

On the properties of solutions for nonautonomous third-order stochastic differential equation with a constant delay ⋮ Exponential stability of nonlinear fractional stochastic system with Poisson jumps ⋮ Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise ⋮ A decoupled approach to filter design for stochastic systems ⋮ On the stability of stochastic dynamic equations on time scales ⋮ Stochastic stabilization of rigid body motion of a spacecraft on SE(3) ⋮ Stability radii of linear systems with respect to stochastic perturbations

Cites Work

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• Semimartingales: A course on stochastic processes
• Existence and uniqueness of the solutions of stochastic differential equations
• Existence and uniqueness of the solutions of delay stochastic integral equations
• LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES

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