Khasminskii-type theorems for stochastic functional differential equations

DOI10.3934/DCDSB.2013.18.1697zbMath1281.34128OpenAlexW2063401224MaRDI QIDQ379009

Xuerong Mao, Liangjian Hu, Minghui Song, Liguo Zhang

Publication date: 12 November 2013

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.2013.18.1697

zbMATH Keywords

Brownian motionstochastic functional differential equationsItō's formulaKhasminskii-testKhasminskii-type condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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