Bounded solutions of affine stochastic differential equations and stability

DOI10.21136/CPM.1986.118271zbMATH Open0606.60056OpenAlexW2279737585MaRDI QIDQ3744993FDOQ3744993

Authors: Aristide Halanay, Toader Morozan, Constantin Tudor 

Publication date: 1986

Full work available at URL: https://eudml.org/doc/21637

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zbMATH Keywords

exponential stability in mean squareaffine Ito equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cited In (6)

• Stability analysis of Riccati differential equations related to affine diffusion processes
• A small gain theorem for linear stochastic systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Exponential growth in the solution of an affine stochastic differential equation with an average functional and financial market bubbles
• Solutions of affine stochastic functional differential equations in the state space

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