Almost sure stability of some stochastic dynamical systems with memory

DOI10.3934/DCDS.2008.21.571MaRDI QIDQ934149zbMATH OpenOpenAlexFDO

Authors Henri Schurz, Leonid Shaikhet, Alexandra Rodkina

Publication date 29 July 2008

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

stochastic differential equationstochastic difference equationasymptotic behaviorstochastic systemalmost sure asymptotic stabilitysystems with memory

Mathematics Subject Classification ID

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

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