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

DOI10.1080/10451120500129951zbMath1083.60046MaRDI QIDQ5704546

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/10.1080/10451120500129951

zbMATH Keywords

ordinary stochastic differential equations; almost sure asymptotic stability; subexponential function; unperturbed equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E15: Stochastic stability in control theory

Related Items

Almost sure convergence of solutions to non-homogeneous stochastic difference equation

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