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Stochastic Analysis and Applications Volume 15, 1997 - Issue 4
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Original Articles

Weak exponential stability of stochastic differential equations

Allanus H. Tsoi Department of Mathematics Hong Kong, University of Science and Technology, Clear Water Bay
&
B. Zhang Department of Mathematics Hong Kong, University of Science and Technology, Clear Water Bay
Pages 643-649 | Published online: 03 Apr 2007

References

  • Arnold , L. 1974 . “ Stochastic differential equations ” . In Theory and applications , John Wiley and Sons .
  • 1980 . Stochastic stability of differential equations , Sijthoff : Noordhofof .
  • Mao , X. 1994 . Exponential stability of stochastic differential equations , Longman Scientific & Technical .
  • Mao , X. 1991 . Stability of stochastic differential equations with respect to semimartingales , Longman Scientific & Technical .
  • Tzar'kov , E.F. 1978 . Exponential p-stability of trivial solution of functional-differential equations . Theory probability and its applications , : 445 – 448 .

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