On the stability of stochastic dynamic equations on time scales

DOI10.1007/s40306-017-0220-5zbMath1382.60082OpenAlexW2753937307MaRDI QIDQ1696182

Nguyen Thanh Dieu, Le Anh Tuan, Nguyen Huu Du

Publication date: 14 February 2018

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40306-017-0220-5

zbMATH Keywords

martingalesLyapunov stabilityItô's formuladynamic equations on time scalequadratic co-variationstochastic exponential function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Diffusion processes (60J60) Differential inequalities involving functions of a single real variable (34A40)

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Cites Work

• Stochastic dynamic equations on time scales
• Stability of functional differential equations
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• Application of the general method of Lyapunov functionals construction for difference Volterra equations
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• Exponential stability for stochastic differential equations with respect to semimartingales
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• Exponential stability for nonlinear stochastic differential equations with respect to semimartingales
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