Exponential stability of stochastic systems: A pathwise approach
DOI10.1142/S0219493722400123OpenAlexW4223919058WikidataQ115523078 ScholiaQ115523078MaRDI QIDQ5083419
Publication date: 20 June 2022
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493722400123
exponential stabilitystochastic stabilityrough differential equationsrough path theoryrough integralsstochastic differential equations (SDE)
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Stability theory for random and stochastic dynamical systems (37H30)
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