Moment decay rates of solutions of stochastic differentialequations

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概要

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• The objective of this paper is to investigate the $p$-th moment asymptotic stability decay rates for certain finite-dimensional Ito stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

• 東北大学の論文

著者

• Liu Kai

  Department Of Probability And Statistics The University Of Sheffield

• Liu Kai

  Department Of Probability Andstatistics The University Of Sheffield

• Chen Anyue

  The School of Computing and,Mathematical Science, University ofGreenwich

• Chen Anyue

  The School Of Computing And Mathematical Science University Ofgreenwich

関連論文

• On stabilization of partial differential equations by noise
• Moment decay rates of solutions of stochastic differentialequations
• Asymptotic Exponential Stability for Diffusion Processes Driven by Stochastic Differential Equations in Duals of Nuclear Spaces

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