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Original Articles

Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales

Pages 177-194 | Published online: 03 Apr 2007
 

Abstract

The objective of this paper is to investigate the almost sure exponential stability of a delay stochastic differential equation with respect to semimartingales

As an application we discuss the almost sure exponential stability of linear delay Ito equations. Our results are then extended to a delay stochastic differential equation based on a spatial parameter semimartingale with the form
Where F(x,t) is a C-semimartingale with spatial parameter x

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