On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
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Publication:5704545
DOI10.1080/10451120500138580zbMath1080.60059MaRDI QIDQ5704545
Xuerong Mao, John A. D. Appleby, Aleksandra Rodkina
Publication date: 15 November 2005
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120500138580
exponential asymptotic stability; ordinary stochastic differential equations; almost sure asymptotic stability; super-exponential asymptotic stability
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory
Cites Work
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