EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES

被引：8

作者：

MAO, XR

机构：

[1] Mathematics Institute, University of Warwick, Coventry

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1990年 / 35卷 / 02期

关键词：

D O I：

10.1016/0304-4149(90)90006-E

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)dμ(t)+G(X(t),t) dM(t) which might be regarded as a stochastic perturbed system of dX(t)=AX(t)dμ(t). Suppose the second equation is exponentially stable almost surely. What we are interested in in this paper is to discuss the sufficient conditions under which the first equation is still exponentially stable almost surely. © 1990.

引用

页码：267 / 277

页数：11

共 11 条

[1]

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[2]

Has'minskii RZ., 1980, STOCHASTIC STABILITY

[3]

HASMINSKII RZ, 1967, THEOR PROBAB APPL, V12, P144

[4]

LYAPUNOV AM, 1892, COMM SOC MATH KHARKO, V2, P265