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

DOI10.1080/10451120500138580MaRDI QIDQ5704545zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, Xuerong Mao, Alexandra 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

almost sure asymptotic stabilityexponential asymptotic stabilityordinary stochastic differential equationssuper-exponential asymptotic stability

Mathematics Subject Classification ID

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

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Cites work

• ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• scientific article; zbMATH DE number 3778463 (Why is no real title available?)
• scientific article; zbMATH DE number 50111 (Why is no real title available?)
• scientific article; zbMATH DE number 625166 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES
• Polynomial stability for perturbed stochastic differential equations with respect to semimartingales
• SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Stochastic stabilization of differential systems with general decay rate
• Weak exponential stability of stochastic differential equations

Cited in

(4)

• On hyper-exponential stability and stabilization of linear systems by bounded linear time-varying controllers
• Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
• Super-exponential Decay of Solutions to Differential Equations in ℝd
• Almost sure polynomial asymptotic stability of stochastic difference equations

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