Exponential stability of solutions for retarded stochastic differential equations without dissipativity

DOI10.3934/DCDSB.2017157zbMath1366.60085OpenAlexW2616292294MaRDI QIDQ2356891

Min Zhu, Panpan Ren, Jun Ping Li

Publication date: 7 June 2017

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2017157

zbMATH Keywords

exponential stabilitydissipativityalmost sure exponential stabilityvariation-of-constants formularetarded stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generation, random and stochastic difference and differential equations (37H10)

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