Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations

DOI10.1080/10451120500129951MaRDI QIDQ5704546zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, Alexandra Rodkina

Publication date 15 November 2005

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10451120500129951

zbMATH Keywords

almost sure asymptotic stabilityordinary stochastic differential equationssubexponential functionunperturbed equation

Mathematics Subject Classification ID

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

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• An ‘excursion’ approach to an annealing problem
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• scientific article; zbMATH DE number 625166 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
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• On multi-dimensional annealing problems
• On necessary and sufficient conditions for exponential stability in linear Volterra integro-differential equations
• On the non-exponential convergence of asymptotically stable solutions of linear scalar Volterra integro-differential equations
• Proof of the law of iterated logarithm through diffusion equation
• Stabilization and Destabilization by Noise in the Plane
• Stabilization of Linear Systems by Noise
• Stochastic stabilization and destabilization

Cited in

(10)

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• Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
• On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs
• LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES
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• Classification of convergence rates of solutions of perturbed ordinary differential equations with regularly varying nonlinearity
• On asymptotic stability and instability with respect to a fading stochastic perturbation
• Almost sure convergence of solutions to non-homogeneous stochastic difference equation
• DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE
• Evaluation of the growth rate of the state vector in a generalized linear stochastic system

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