Weak Exponential Stability of Stochastic Differential Equations

Stochastic Analysis and Applications

Volumn 15, Issue 4, 1997, Pages 643-649

  Tsoi, Allanus H ^a   Zhang, B ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031506607     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999708809499     Document Type: Article

References (5)

1. Arnold, L., Stochastic differential equations: Theory and applications, John Wiley and Sons, 1974.
2. Has'miniskii, R.Z., Stochastic stability of differential equations. Noordhofof, Sijthoff, 1980.
3. Mao, X., Exponential stability of stochastic differential equations, Longman Scientific & Technical, 1994.
4. Mao, X., Stability of stochastic differential equations with respect to semimartingales, Longman Scientific & Technical, 1991.
5. Tzar'kov, E.F., Exponential p-stability of trivial solution of functional-differential equations, Theory probability and its applications, No.2, pp445-448, 1978.