Stochastic self-stabilization

DOI10.1080/17442509608834051zbMath0886.60052OpenAlexW2057064448MaRDI QIDQ4363321

Xuerong Mao

Publication date: 19 April 1998

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

Full work available at URL: https://doi.org/10.1080/17442509608834051

zbMATH Keywords

stabilityItô's formulaGronwall's inequalityexponential martingale inequalityItô equationBorel-Cantelli's lemma

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20)

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