Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales
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Publication:4804878
DOI10.1081/SAP-120020434zbMath1056.93069MaRDI QIDQ4804878
Publication date: 28 April 2003
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48: Generalizations of martingales
93E15: Stochastic stability in control theory
34F05: Ordinary differential equations and systems with randomness
34D05: Asymptotic properties of solutions to ordinary differential equations
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Cites Work
- Random differential inequalities
- Stochastic versions of the LaSalle theorem
- Stochastic stability and control
- Stabilization of Linear Systems by Noise
- Asymptotic stability and spiraling properties for solutions of stochastic equations
- Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions
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