Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales

DOI10.1080/07362999108809233zbMath0738.93080OpenAlexW1982243796MaRDI QIDQ3977277

Xuerong Mao

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1080/07362999108809233

zbMATH Keywords

stochastic stabilitystochastic functional differential equationslocal martingalestandard Wiener processlinearly delay Ito equations

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15)

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Cites Work

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• Random differential inequalities
• Existence and uniqueness of the solutions of delay stochastic integral equations
• LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES
• Differential inequalities and stochastic functional differential equations

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