Almost sure stability of some stochastic dynamical systems with memory

DOI10.3934/dcds.2008.21.571zbMath1148.39011OpenAlexW1963869033MaRDI QIDQ934149

Henri Schurz, Leonid Shaikhet, Aleksandra Rodkina

Publication date: 29 July 2008

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2008.21.571

zbMATH Keywords

stochastic differential equationasymptotic behaviorstochastic systemstochastic difference equationalmost sure asymptotic stabilitysystems with memory

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Discrete version of topics in analysis (39A12) Generation, random and stochastic difference and differential equations (37H10)

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