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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.
Full text not available from this repository, contact author.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: |
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| Volume: | 9 | ||||
| Number: | 2 | ||||
| Number of Pages: | 18 | ||||
| Page Range: | pp. 177-194 | ||||
| Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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