Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows

DOI10.1080/07362999308809303zbMath0782.93091OpenAlexW2018245931MaRDI QIDQ4036137

Xuerong Mao

Publication date: 16 May 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999308809303

zbMATH Keywords

Lyapunov functionsLyapunov exponentBrownian flow of diffeomorphisms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and storage functions (93D30) Stochastic stability in control theory (93E15)

Cites Work

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• Semimartingales: A course on stochastic processes
• Martingales dépendant d'un paramètre: une formule d'Ito
• LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES
• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems

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