On an exponential martingale approach to almost sure stability of Itô SDEs in R^1

zbMATH Open1237.60042MaRDI QIDQ3173975FDOQ3173975

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

Publication date: 11 October 2011

Full work available at URL: http://online.watsci.org/abstract_pdf/2011v18/v18n4a-pdf/4.pdf

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zbMATH Keywords

stochastic differential equationsstochastic exponentialsa.s. asymptotic stabilitymartingale convergence theoremspolynomial decay ratesDolean-Dade exponentiallaw of iterated logarithm for stochastic integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic stability in control theory (93E15)

Cited In (2)

• Title not available (Why is that?)
• ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS

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