Criterions on exponential stability of a class of stochastic differential equations

MaRDI QIDQ3513312zbMATH OpenFDO

Authors Guoqiang Peng, Lihong Huang

Publication date 6 August 2008

zbMATH Keywords

exponential stabilitygeneralized Itô formulaLiapunov functionalstochastic differential equations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(4)

• On exponential stability criteria of stochastic partial differential equations
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