Exponential stability of nontrivial solutions of stochastic differential equation

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)

stochastic differential equation exponential stability Lyapunov function

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

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