An exponential decay of solutions of neutral type stochastic equations

DOI10.1515/ROSE.1995.3.3.245MaRDI QIDQ4852286zbMATH OpenOpenAlexFDO

Authors A. S. Bychkov, Denis Khusainov

Publication date 25 March 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1995.3.3.245

zbMATH Keywords

stabilityexponential decayconstant delaystochastic difference-differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic integral equations (60H20)

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• DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE
• Testing for a change point in a sequence of exponential random variables with repeated values
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