Publication:3362469
From MaRDI portal
zbMath0763.60028MaRDI QIDQ3362469
Arcady Ponosov, R. I. jun. Kadiev
Publication date: 1992
semimartingales; admissibility; stochastic differential equation with delay; stability of linear functional-differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory
Related Items
Asymptotic stability of Itô differential systems with retarded argument, Input-to-state stability of linear stochastic functional differential equations, Exponential stability of Itô-type linear functional difference equations, Solutions of nonlinear impulsive Itô functional-differential equations: stability by the linear approximation, Stability of linear impulsive Itô differential equations with bounded delays, Stability of solutions of systems of linear Itô difference equations with aftereffect with respect to the initial data, The W-transform in stability analysis for stochastic linear functional difference equations, Lyapunov stability of the generalized stochastic pantograph equation, Stability of solutions of linear difference Itô equations with aftereffect