Exponential stability of nontrivial solutions of stochastic differential equations

Tran Thi Thu Lan; Nguyen Hai Dang

doi:10.71712/

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Published: 2025-08-08

DOI: https://doi.org/10.71712/

Keywords:

Exponential stability, Lyapunov function, stochastic differential equation.

Tran Thi Thu Lan

Hanoi University, Km9, Nguyen Trai, Thanh Xuan, Hanoi, Vietnam.

Nguyen Hai Dang

Faculty of Mathematics, Mechanics and Informatics, Viet Nam National University, Hanoi 334 Nguyen Trai, Thanh Xuan, Hanoi, Vietnam.

Abstract

This paper is concerned with the exponential stability of nontrivial solutions of stochastic differential equations. In this paper, we give new criteria for the exponential stability for stochastic differential equations without the trivial solution.

Issue

Vol. 21 (2011)

Section

Articles

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

How to Cite

Tran Thi Thu Lan, & Nguyen Hai Dang. (2025). Exponential stability of nontrivial solutions of stochastic differential equations. Scientia Series A: Mathematical Sciences, 21, 97-106. https://doi.org/10.71712/