On the Exponential Stability of Stochastic Differential Equations
On the Exponential Stability of Stochastic Differential Equations
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DOI：
10.1007/978-3-642-03664-4_180
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发表时间：
2009
期刊：
影响因子：
--
通讯作者：
Hong-ke Wang
中科院分区：
文献类型：
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作者：
Hong-ke Wang
本文系统地研究了方程解的指数稳定性，给出了随机指数稳定性、指数p-稳定性和几乎必然指数稳定性的比较准则。这些比较准则推广了Nevel'son和Has'minskii的相应研究结果。
This paper systematically investigates the exponential stability of the solution forequations, presenting the comparison criterions of stochastic exponential stability, exponential p-stability and almost surely exponential stability. These comparison criterions generalize the corresponding research results by Nevel’son and Has’minskii.