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
exponential asymptotic stabilityordinary stochastic differential equationsalmost sure asymptotic stabilitysuper-exponential asymptotic stability
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
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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
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- Weak exponential stability of stochastic differential equations
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