Explicit criteria for mean square exponential stability of stochastic differential equations

DOI10.1016/j.aml.2019.01.014zbMath1414.34047WikidataQ115597934 ScholiaQ115597934MaRDI QIDQ1739440

Pham Huu Anh Ngoc

Publication date: 26 April 2019

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2019.01.014

zbMATH Keywords

stochastic differential equation; mean square exponential stability

Mathematics Subject Classification ID

34D20: Stability of solutions to ordinary differential equations

34F05: Ordinary differential equations and systems with randomness