Exponential stability of nontrivial solutions of stochastic differential equation (Q2907939)

From MaRDI portal





scientific article; zbMATH DE number 6076266
Language Label Description Also known as
default for all languages
No label defined
    English
    Exponential stability of nontrivial solutions of stochastic differential equation
    scientific article; zbMATH DE number 6076266

      Statements

      0 references
      0 references
      4 September 2012
      0 references
      exponential stability
      0 references
      Lyapunov function
      0 references
      stochastic differential equation
      0 references
      Exponential stability of nontrivial solutions of stochastic differential equation (English)
      0 references
      New criteria for the almost sure exponential stability of nontrivial solutions of nonlinear stochastic differential equations are given. The analysis is based on the Lyapunov function approach.
      0 references

      Identifiers