Exponential stability of stochastic differential delay equations

DOI10.1080/17442509708834102zbMath0872.60045OpenAlexW2040294062MaRDI QIDQ3128082

Xuerong Mao, Anita Shah

Publication date: 1 October 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834102

zbMATH Keywords

Lyapunov functionmoment stabilitystochastic differential delay equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional-differential equations in abstract spaces (34K30)

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