Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
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Publication:4337405
DOI10.1137/S0036141095290835zbMath0876.60047OpenAlexW2197252680MaRDI QIDQ4337405
Publication date: 10 November 1997
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036141095290835
exponential stabilityBrownian motionBorel-Cantelli lemmaRazumikhin-type theoremDoob martingale inequality
Generalizations of martingales (60G48) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Stochastic integral equations (60H20)
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