Exponential stability of stochastic differential equations driven by discontinuous semimartingales

DOI10.1080/17442509508834026zbMath0886.60058OpenAlexW2059100814MaRDI QIDQ4357820

Xuerong Mao, Aleksandra Rodkina

Publication date: 4 May 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508834026

zbMATH Keywords

exponential stabilitysemimartingalestochastic exponentialconvergence of special semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Martingales with continuous parameter (60G44)

Related Items (6)

\(p\)th moment exponential stability of neutral stochastic differential equations driven by Lévy noise ⋮ Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise ⋮ Almost sure stability with general decay rate of neutral stochastic delayed hybrid systems with Lévy noise ⋮ Lyapunov exponents of stochastic differential equations driven by Lévy processes ⋮ Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise ⋮ On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term

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