Stochastic asymptotic exponential stability of stochastic integral equations
Keyword(s):
The object of this paper is to study the stochastic asymptotic exponential stability of a stochastic integral equation of the form A random solution of the stochastic integral equation is considered to be a second order stochastic process satisfying the equation almost surely. The random solution, y(t, ω) is said to be. stochastically asymptotically exponentially stable if there exist some β > 0 and a γ > 0 such that for t∈ R +. The results of the paper extend the results of Tsokos' generalization of the classical stability theorem of Poincaré-Lyapunov.
1972 ◽
Vol 7
(3)
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pp. 337-352
1973 ◽
Vol 9
(2)
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pp. 227-237
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1971 ◽
Vol 8
(02)
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pp. 269-275
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1973 ◽
Vol 4
(4)
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pp. 605-612
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1974 ◽
Vol 76
(1)
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pp. 297-305
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