Exponential stability for nonlinear stochastic differential equations with respect to semimartingales

DOI10.1080/17442508908833601zbMath0679.60064OpenAlexW1977139948MaRDI QIDQ4729116

Xuerong Mao

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/17442508908833601

zbMATH Keywords

exponential stabilityBorel-Cantelli lemmasemimartingaleexponential martingale inequalityperturbed stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Zero-one laws (60F20)

Related Items (5)

Strong solutions for functional SDEs with singular drift ⋮ On the stability of stochastic dynamic equations on time scales ⋮ New criterion of partial asymptotic stability in probability of stochastic differential equations ⋮ Barbashin-Krasovskii theorem for stochastic differential equations ⋮ Partial asymptotic stability in probability of stochastic differential equations

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