Almost sure stability of some stochastic dynamical systems with memory

DOI10.3934/dcds.2008.21.571zbMath1148.39011MaRDI QIDQ934149

Henri Schurz, Leonid Shaikhet, Aleksandra Rodkina

Publication date: 29 July 2008

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2008.21.571

zbMATH Keywords

stochastic differential equation; asymptotic behavior; stochastic system; stochastic difference equation; almost sure asymptotic stability; systems with memory

Mathematics Subject Classification ID

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

34K50: Stochastic functional-differential equations

34F05: Ordinary differential equations and systems with randomness

39A12: Discrete version of topics in analysis

37H10: Generation, random and stochastic difference and differential equations

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