Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations

DOI10.1080/10451120500129951zbMath1083.60046OpenAlexW2022833730MaRDI QIDQ5704546

John A. D. Appleby, Aleksandra Rodkina

Publication date: 15 November 2005

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120500129951

zbMATH Keywords

ordinary stochastic differential equationsalmost sure asymptotic stabilitysubexponential functionunperturbed equation

Mathematics Subject Classification ID

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

Related Items (2)

On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs ⋮ Almost sure convergence of solutions to non-homogeneous stochastic difference equation

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