On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations

DOI10.1080/10451120500138580zbMath1080.60059OpenAlexW1968203447MaRDI QIDQ5704545

John A. D. Appleby, Xuerong Mao, 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

zbMATH Keywords

exponential asymptotic stabilityordinary stochastic differential equationsalmost sure asymptotic stabilitysuper-exponential asymptotic stability

Mathematics Subject Classification ID

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

Related Items (1)

On hyper-exponential stability and stabilization of linear systems by bounded linear time-varying controllers

Cites Work

• Polynomial stability for perturbed stochastic differential equations with respect to semimartingales
• Stochastic stabilization of differential systems with general decay rate
• SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS
• LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES
• ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Weak exponential stability of stochastic differential equations
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