Weak exponential stability of stochastic differential equations

DOI10.1080/07362999708809499MaRDI QIDQ4363903zbMATH OpenOpenAlexFDO

Authors Allanus H. Tsoi, Bo Zhang

Publication date 10 July 2000

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999708809499

zbMATH Keywords

exponential stability in the meanstability in the meanwedge functions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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• SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS
• scientific article; zbMATH DE number 1002174 (Why is no real title available?)
• On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise
• scientific article; zbMATH DE number 4050665 (Why is no real title available?)
• On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity
• Weak exponential schemes for stochastic differential equations with additive noise
• On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
• Almost sure weak exponential stability with a certain decay function of semilinear stochastic evolution equations
• Almost sure polynomial asymptotic stability of stochastic difference equations

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