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ALMOST SURE EXPONENTIAL STABILITY FOR DELAY STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES
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UNSPECIFIED (1991) ALMOST SURE EXPONENTIAL STABILITY FOR DELAY STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES. STOCHASTIC ANALYSIS AND APPLICATIONS, 9 (2). pp. 177-194. ISSN 0736-2994
Full text not available from this repository.Abstract
The objective of this paper is to investigate the almost sure exponential stability of a delay stochastic differential equation with respect to semimartingales [GRAPHICS] As an application we discuss the almost sure exponential stability of linear delay Ito triple-over-dot equations. Our results are then extended to a delay stochastic differential equation based on a spatial parameter semimartingale with the form [GRAPHICS] where F(x, t) is a C-semimartingale with spatial parameter x.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | STOCHASTIC ANALYSIS AND APPLICATIONS |
| Publisher: | MARCEL DEKKER INC |
| ISSN: | 0736-2994 |
| Date: | 1991 |
| Volume: | 9 |
| Number: | 2 |
| Number of Pages: | 18 |
| Page Range: | pp. 177-194 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/22628 |
Data sourced from Thomson Reuters' Web of Knowledge
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