๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Exponential stability of large-scale stochastic differential equations

โœ Scribed by Xuerong Mao


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
449 KB
Volume
19
Category
Article
ISSN
0167-6911

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On the exponential stability in mean squ
โœ Kai Liu; Xuewen Xia ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 116 KB

In [1,2], some e orts have been devoted to the investigation of exponential stability in mean square of neutral stochastic functional di erential equations. However, the results derived there are either di cult to demonstrate in a straightforward way for practical situations or somewhat too restrict

Non-exponential stability of scalar stoc
โœ John A.D. Appleby; David W. Reynolds ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 227 KB

We study convergence rates to zero of solutions of the scalar equation where f, g, h are globally Lipschitz, xg(x) ยฟ 0 for nonzero x, and k is continuous, integrable, positive and lim tโ†’โˆž k(t -s)=k(t) = 1, for s ยฟ 0. Then = โˆž a:e: on A for nontrivial solutions satisfying lim tโ†’โˆž X (t) = 0 on A, a

A note on almost sure exponential stabil
โœ Kai Liu; Aubrey Truman ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 91 KB

In a recent paper, Taniguchi (Stochastic Anal. Appl. 16 (5) (1998) 965 -975) investigated the almost sure exponential stability of the mild solutions of a class of stochastic partial functional di erential equations. Precisely, as small delay interval assumption is imposed, su cient conditions are o