Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales (Q3977277): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3948920 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential inequalities and stochastic functional differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random differential inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness of the solutions of delay stochastic integral equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5536399 / rank
 
Normal rank

Latest revision as of 10:24, 15 May 2024

scientific article
Language Label Description Also known as
English
Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales
scientific article

    Statements

    Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales (English)
    0 references
    0 references
    25 June 1992
    0 references
    stochastic functional differential equations
    0 references
    local martingale
    0 references
    standard Wiener process
    0 references
    linearly delay Ito equations
    0 references
    stochastic stability
    0 references

    Identifiers