Exponential stability for stochastic differential equations with respect to semimartingales
Open Access
- 31 August 1990
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 35 (2) , 267-277
- https://doi.org/10.1016/0304-4149(90)90006-e
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIESThe Quarterly Journal of Mathematics, 1989
- Existence and uniqueness of the solutions of delay stochastic integral equationsStochastic Analysis and Applications, 1989
- Existence and uniqueness of the solutions of stochastic differential equationsStochastics, 1983
- Necessary and Sufficient Conditions for the Asymptotic Stability of Linear Stochastic SystemsTheory of Probability and Its Applications, 1967