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.

Publicado 2011-08-11

Palabras clave

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

Cómo citar

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

Resumen

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.

Descargas

Los datos de descarga todavía no están disponibles.