Stability for generalized stochastic equations

DOI10.1016/J.SPA.2024.104358MaRDI QIDQ6559470zbMATH OpenFDO

Authors F. Andrade da Silva, E. M. Bonotto, M. Federson

Publication date 21 June 2024

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2024.104358

zbMATH Keywords

existence and uniqueness of solutionsItô-Henstock integralKurzweil integralstability theory for stochastic differential equationsstochastic differential equations

Mathematics Subject Classification ID

Denjoy and Perron integrals, other special integrals (26A39) Generalized ordinary differential equations (measure-differential equations, set-valued differential equations, etc.) (34A06) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Fractional processes, including fractional Brownian motion (60G22) Stochastic integral equations (60H20)

Review text

The authors discuss stability problems for generalized stochastic equations with help of Liapunov functionals. Results are applied to the Ornstein-Uhlenbeck process.

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Cites work

• Boundedness of solutions of retarded functional differential equations with variable impulses via generalized ordinary differential equations
• Converse Lyapunov theorems for measure functional differential equations
• Generalized ordinary differential equations in abstract spaces and applications
• scientific article; zbMATH DE number 3457949 (Why is no real title available?)
• scientific article; zbMATH DE number 1252483 (Why is no real title available?)
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• The Kurzweil-Henstock theory of stochastic integration.
• The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time

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