Weak exponential stability of stochastic differential equations

DOI10.1080/07362999708809499zbMath0939.93039OpenAlexW2006047105MaRDI QIDQ4363903

Allanus H. Tsoi, Bo Zhang

Publication date: 10 July 2000

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

Full work available at URL: https://doi.org/10.1080/07362999708809499

zbMATH Keywords

wedge functionsstability in the meanexponential stability in the mean

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Related Items (4)

Almost sure weak exponential stability with a certain decay function of semilinear stochastic evolution equations ⋮ SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations ⋮ On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity

Cites Work

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