Exponential stability in mean square for stochastic differential equations

DOI10.1080/07362999008809200MaRDI QIDQ3477759zbMATH OpenOpenAlexFDO

Authors 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

exponentially stablestochastic differential equation

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(32)

• Exponential mean square stability of partially linear stochastic systems
• Non-exponential stability of scalar stochastic Volterra equations.
• Moment Lyapunov exponent of delay differential equations
• Exponential mean-square stability properties of stochastic linear multistep methods
• Positive invertibility of matrices and exponential stability of linear stochastic systems with delay
• A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations
• Exponential stability for stochastic differential equations with respect to semimartingales
• Exponential stability of stochastic differential delay equations
• Mean square exponential stability of stochastic delay difference equations
• Approximate solutions for a class of delay stochastic differential equations
• scientific article; zbMATH DE number 6520951 (Why is no real title available?)
• Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems
• scientific article; zbMATH DE number 5631175 (Why is no real title available?)
• Exponential stability of linear stochastic differential equations with bounded delay and the W-transform
• Stability of linear delay equations under a small noise
• scientific article; zbMATH DE number 21255 (Why is no real title available?)
• Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory
• 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
• P-th moment growth bounds of infinite-dimensional stochastic evolution equations
• scientific article; zbMATH DE number 1526844 (Why is no real title available?)
• scientific article; zbMATH DE number 758245 (Why is no real title available?)
• An exponential decay of solutions of neutral type stochastic equations
• On stability of linear stochastic differential equations
• Robustness of exponential stability of stochastic differential delay equations
• scientific article; zbMATH DE number 1418109 (Why is no real title available?)
• Eponential stability in mean square of a large class of singularly perturbed stochastic linear differential equations
• Robustness of mean-square exponential dichotomies for linear stochastic equations
• Mean square exponential dissipativity of singularly perturbed stochastic delay differential equations
• Exponential stability of stochastic differential equation with time-varying delay
• scientific article; zbMATH DE number 2222568 (Why is no real title available?)
• Exponential stability of a kind of stochastic delay difference equations

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