Exponential stability of stochastic differential equations

Research output: Book/ReportBook

Abstract

This unique, self-contained reference presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators - detailing various exponential stabilities for stochastic differential equations and large-scale systems.
Original languageEnglish
Number of pages307
Publication statusPublished - 1994

Fingerprint

Stochastic Differential Delay Equations
Large-scale Systems
Exponential Stability
Stochastic Equations
Differential equation

Keywords

  • differential equations
  • stochastic differential equation stability
  • stochastic differential equation

Cite this

@book{714d2cf91f9249be8772a931292e1c6f,
title = "Exponential stability of stochastic differential equations",
abstract = "This unique, self-contained reference presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators - detailing various exponential stabilities for stochastic differential equations and large-scale systems.",
keywords = "differential equations, stochastic differential equation stability, stochastic differential equation",
author = "Xuerong Mao",
year = "1994",
language = "English",
isbn = "0824790804",

}

Exponential stability of stochastic differential equations. / Mao, Xuerong.

1994. 307 p.

Research output: Book/ReportBook

TY - BOOK

T1 - Exponential stability of stochastic differential equations

AU - Mao, Xuerong

PY - 1994

Y1 - 1994

N2 - This unique, self-contained reference presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators - detailing various exponential stabilities for stochastic differential equations and large-scale systems.

AB - This unique, self-contained reference presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators - detailing various exponential stabilities for stochastic differential equations and large-scale systems.

KW - differential equations

KW - stochastic differential equation stability

KW - stochastic differential equation

M3 - Book

SN - 0824790804

BT - Exponential stability of stochastic differential equations

ER -