Some remarks on exponential stability of stochastic differential equations

Stochastic Analysis and Applications

Volumn 19, Issue 1, 2001, Pages 59-65

  Liu, Kai ^a  

^a SWANSEA UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035582004     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-100001182     Document Type: Article

References (7)

1. Crauel, H.; Flandoli, F. Attractors for Random Dynamical Systems. Prob. Theory Related Fields 1994, 100, 365-393.
2. Liu, K.; Mao, X.R. Asymptotic Stability of Stochastic Differential Equations with a Certain Decay Rate. Preprint.
3. Mao, X. R. Exponential Stability of Stochastic Differential Equations. Marcel Dekker: New York, 1994.
4. Mao, X.R. Razumikhin-Type Theorems on Exponential Stability of Stochastic Functional Differential Equations. Stochast. Proc. Appl. 1996, 65, 233-250.
5. Revuz, D.; Yor, M. Continuous Martingales and Brownian Motion. Springer-Verlag: Berlin, 1991.
6. Tsoi, A.H.; Zhang, B. Weak Exponential Stability of Stochastic Differential Equations. Stochast. Anal. Appl. 1997, 15 (4), 643-649.
7. Taniguchi, T. Moment Asymptotic Behavior and Almost Sure Lyapunov Exponent of Stochastic Functional Differential Equations with Finite Delays via Lyapunc v Razumikhin Method. Stochastics 1996, 58, 191-208.