Exponential stability of nontrivial solutions of stochastic differential equation

zbMATH Open1251.60047MaRDI QIDQ2907939FDOQ2907939

Authors: Tran Thi Thu Lan, Nyuyen Hai Dang 

Publication date: 4 September 2012

Published in: Scientia. Series A: Mathematical Sciences. New Series (Search for Journal in Brave)

Recommendations

• On the exponential stability of stochastic differential equations
• Exponential stability of solutions for retarded stochastic differential equations without dissipativity
• On exponential stability in mean square of neutral stochastic functional differential equations
• scientific article; zbMATH DE number 7172241
• scientific article; zbMATH DE number 3869198

zbMATH Keywords

stochastic differential equationexponential stabilityLyapunov function

Mathematics Subject Classification ID

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

Cited In (19)

• Title not available (Why is that?)
• Analysis of exponential stability of a linear stochastic oscillator under small diffusive disturbances
• Title not available (Why is that?)
• Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems
• Exponential stability of some interconnected stochastic control systems with non-trivial equilibria
• On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix
• On exponential stability criteria of stochastic partial differential equations
• Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion
• Title not available (Why is that?)
• A notion of stability in probability of stochastic nonlinear systems
• Exponential stability for nonlinear stochastic differential equations with respect to semimartingales
• Estimates of exponential convergence for solutions of stochastic nonlinear systems
• Explicit stability conditions for stochastic integro-differential equations with non-selfadjoint operator coefficients
• Title not available (Why is that?)
• On exponential stability of composite stochastic control systems
• Exponential input-to-state stability of composite stochastic systems
• Stabilization of some composite stochastic control systems with nontrivial solutions
• On exponential contraction and expansion of Markovian switching diffusions
• On the exponential stability of stochastic differential equations

This page was built for publication: Exponential stability of nontrivial solutions of stochastic differential equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2907939)