Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales

DOI10.1081/SAP-120020434zbMath1056.93069OpenAlexW1994538661MaRDI QIDQ4804878

Chenggui Yuan, Xuerong Mao

Publication date: 28 April 2003

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

Full work available at URL: https://doi.org/10.1081/sap-120020434

zbMATH Keywords

stochastic stabilitymartingales with continuous parameters

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Asymptotic properties of solutions to ordinary differential equations (34D05)

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On the stochastic stability and boundedness of solutions for stochastic delay differential equation of the second order

Cites Work

• Random differential inequalities
• Stochastic versions of the LaSalle theorem
• Stochastic stability and control
• Stabilization of Linear Systems by Noise
• Asymptotic stability and spiraling properties for solutions of stochastic equations
• Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions
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