Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations

DOI10.1134/S0037446616050025zbMath1361.60039MaRDI QIDQ511326

F. S. Nasyrov, A. S. Asylgareev

Publication date: 15 February 2017

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stabilitycomparison theoremstochastic differential equationssymmetric integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Об устойчивости и теоремах сравнения для систем стохастических дифференциальных уравнений ⋮ On the almost sure stability of dynamical systems with respect to white noise ⋮ On applying comparison theorems to studying stability with probability 1 of stochastic differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Comparison methods for a class of function valued stochastic partial differential equations
• Comparison theorems for stochastic differential equations in finite and infinite dimensions
• On a comparison theorem for solutions of stochastic differential equations and its applications
• A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures
• A new comparison theorem for solutions of stochastic differential equations
• Symmetric Integrals and Stochastic Analysis
• Stochastic differential equations. An introduction with applications.

This page was built for publication: Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations