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

DOI10.1080/07362999308809303zbMATH Open0782.93091OpenAlexW2018245931MaRDI QIDQ4036137FDOQ4036137

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

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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)

Cites Work

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

Cited In (3)

• Attractors and expansion for Brownian flows
• Title not available (Why is that?)
• Boundedness and exponential stability of highly nonlinear stochastic differential equations

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