ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS

XUERONG MAO

doi:10.1093/qmath/43.3.339

ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS

The Quarterly Journal of Mathematics ◽

10.1093/qmath/43.3.339 ◽

1992 ◽

Vol 43 (3) ◽

pp. 339-348 ◽

Cited By ~ 27

Author(s):

XUERONG MAO

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Polynomial Stability

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Polynomial stability for perturbed stochastic differential equations with respect to semimartingales

Stochastic Processes and their Applications ◽

10.1016/0304-4149(92)90149-k ◽

1992 ◽

Vol 41 (1) ◽

pp. 101-116 ◽

Cited By ~ 7

Author(s):

Xuerong Mao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Polynomial Stability

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Mean square polynomial stability of numerical solutions to a class of stochastic differential equations

Statistics & Probability Letters ◽

10.1016/j.spl.2014.06.002 ◽

2014 ◽

Vol 92 ◽

pp. 173-182 ◽

Cited By ~ 3

Author(s):

Wei Liu ◽

Mohammud Foondun ◽

Xuerong Mao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Numerical Solutions ◽

Mean Square ◽

Polynomial Stability

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Polynomial stability of highly non-linear time-changed stochastic differential equations

Applied Mathematics Letters ◽

10.1016/j.aml.2021.107233 ◽

2021 ◽

pp. 107233

Author(s):

Wei Liu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Linear Time ◽

Polynomial Stability ◽

Non Linear

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Convergence and almost sure polynomial stability of the backward and forward–backward Euler methods for highly nonlinear pantograph stochastic differential equations

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2018.02.006 ◽

2018 ◽

Vol 150 ◽

pp. 25-48 ◽

Cited By ~ 3

Author(s):

Marija Milošević

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Polynomial Stability ◽

Backward Euler ◽

Highly Nonlinear ◽

Euler Methods

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Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2018.07.024 ◽

2019 ◽

Vol 346 ◽

pp. 340-356 ◽

Cited By ~ 4

Author(s):

Guangqiang Lan ◽

Fang Xia ◽

Qiushi Wang

Keyword(s):

Exact Solution ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Numerical Method ◽

Time Dependent ◽

Polynomial Stability

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Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler–Maruyama approximation

Applied Mathematics and Computation ◽

10.1016/j.amc.2014.03.132 ◽

2014 ◽

Vol 237 ◽

pp. 672-685 ◽

Cited By ~ 3

Author(s):

Marija Milošević

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Polynomial Stability ◽

Stability Of Solution ◽

Highly Nonlinear

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Stochastic Differential Equations for Power Law Behaviors

10.21236/ada577839 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Power Law

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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

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Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.

SSRN Electronic Journal ◽

10.2139/ssrn.3133959 ◽

2018 ◽

Author(s):

Ahsan Amin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Stochastic Integrals ◽

Iterated Integrals

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Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5275 ◽

2020 ◽

Vol 31 (1) ◽

pp. 250-267 ◽

Cited By ~ 1

Author(s):

Ruili Song ◽

Bo Wang ◽

Quanxin Zhu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Multiple Delays ◽

Delay Dependent ◽

Delay Dependent Stability ◽

Nonlinear Hybrid

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