Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Help & Advice
University of Warwick

The Library

  • Login
  • Admin

ALMOST SURE EXPONENTIAL STABILITY FOR DELAY STOCHASTIC DIFFERENTIAL-EQUATIONS WITH RESPECT TO SEMIMARTINGALES

Tools
- Tools
+ Tools

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.

Research output not available from this repository.

Request-a-Copy directly from author or use local Library Get it For Me service.

Request Changes to record.

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
Official Date: 1991
Dates:
DateEvent
1991UNSPECIFIED
Volume: 9
Number: 2
Number of Pages: 18
Page Range: pp. 177-194
Publication Status: Published

Data sourced from Thomson Reuters' Web of Knowledge

Request changes or add full text files to a record

Repository staff actions (login required)

View Item View Item
twitter

Email us: wrap@warwick.ac.uk
Contact Details
About Us