SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1081/SAP-100001182zbMath0976.93086OpenAlexW2085251019MaRDI QIDQ2710467

Kai Liu

Publication date: 17 December 2001

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-100001182

zbMATH Keywords

exponential stabilityLyapunov stabilitystochastic delay equationsstochastic differential equationsweak stability\(p\)th moment exponentially stable

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Stochastic integral equations (60H20)

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Moment exponential stability and integrability of stochastic functional differential equations ⋮ Non-exponential stability of scalar stochastic Volterra equations. ⋮ On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations ⋮ On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity

Cites Work

• Attractors for random dynamical systems
• Razumikhin-type theorems on exponential stability of stochastic functional differential equations
• Weak exponential stability of stochastic differential equations
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