Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations

DOI10.3934/DCDSB.2006.6.667MaRDI QIDQ2471390zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, Henri Schurz, Alexandra Rodkina

Publication date 22 February 2008

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.2006.6.667

zbMATH Keywords

almost sure asymptotic stabilityasymptotic stability with probability \(p\)exponential asymptotic stabilitypolynomial asymptotic stabilitystochastic differential equationsweak exponential asymptotic stabilitywedge function

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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