Vol. 21 (2011)
Articles

Exponential stability of nontrivial solutions of stochastic differential equations

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.

Published 2011-08-11

Keywords

  • Exponential stability,
  • Lyapunov function,
  • stochastic differential equation.

How to Cite

Exponential stability of nontrivial solutions of stochastic differential equations. (2011). Scientia Series A: Mathematical Sciences, 21, 97-106. https://revistas.usm.cl/scientia/article/view/171

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.

Downloads

Download data is not yet available.