Affordable Access

Moment decay rates of solutions of stochastic differential equations

Mathematical Institute of Tohoku University
Publication Date
  • Ha Statistics
  • Qa Mathematics
  • Mathematics


The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό 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.

There are no comments yet on this publication. Be the first to share your thoughts.


Seen <100 times

More articles like this

Rate of decay for solutions of stochastic differen...

on Journal of Mathematical Analys... Jan 01, 1977

Moment decay rates of infinite dimensional stochas...

on Nonlinear Analysis Hybrid Syst... Jan 01, 2008

Exponential decay rates for the solutions of Euler...

on Journal of Differential Equati... Jan 01, 1992
More articles like this..