Exponential stability in mean square for stochastic differential equations

DOI10.1080/07362999008809200zbMath0699.60048OpenAlexW1969250603MaRDI QIDQ3477759

Xuerong Mao

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/07362999008809200

zbMATH Keywords

stochastic differential equationexponentially stable

Mathematics Subject Classification ID

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

Related Items (6)

Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations ⋮ Partial differential equations with delayed random perturbations: existence uniqueness and stability of solutions ⋮ Approximate solutions for a class of delay stochastic differential equations ⋮ Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory ⋮ Non-exponential stability of scalar stochastic Volterra equations. ⋮ P-th moment growth bounds of infinite-dimensional stochastic evolution equations

Cites Work

• Hyperinvariant subspaces for bilateral weighted shifts
• Semimartingales: A course on stochastic processes
• Existence and uniqueness of the solutions of delay stochastic integral equations
• Differential inequalities and stochastic functional differential equations

This page was built for publication: Exponential stability in mean square for stochastic differential equations