Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows

DOI10.1080/07362999308809303MaRDI QIDQ4036137zbMATH OpenOpenAlexFDO

Authors Xuerong Mao

Publication date 16 May 1993

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

Full work available at URL https://doi.org/10.1080/07362999308809303

zbMATH Keywords

Lyapunov exponentLyapunov functionsBrownian flow of diffeomorphisms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and storage functions (93D30) Stochastic stability in control theory (93E15)

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• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
• LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES
• Martingales dépendant d'un paramètre: une formule d'Ito
• Semimartingales: A course on stochastic processes

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