Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales (Q4804878): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stabilization of Linear Systems by Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3660553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic stability and spiraling properties for solutions of stochastic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic stability and control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random differential inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999518 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999821 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4303533 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4369402 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic versions of the LaSalle theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 15:40, 5 June 2024

scientific article; zbMATH DE number 1903075
Language Label Description Also known as
English
Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales
scientific article; zbMATH DE number 1903075

    Statements

    Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales (English)
    0 references
    0 references
    0 references
    0 references
    28 April 2003
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic stability
    0 references
    martingales with continuous parameters
    0 references