Abstract
This paper systematically investigates the exponential stability of the solution for \(I\hat{t}o\) equations, presenting the comparison criterions of stochastic exponential stability, exponential p-stability and almost surely exponential stability. These comparison criterions generalize the corresponding research results by Nevel’son and Has’minskii.
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References
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Wang, Hk. (2009). On the Exponential Stability of Stochastic Differential Equations. In: Cao, B., Li, TF., Zhang, CY. (eds) Fuzzy Information and Engineering Volume 2. Advances in Intelligent and Soft Computing, vol 62. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-03664-4_180
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DOI: https://doi.org/10.1007/978-3-642-03664-4_180
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-03663-7
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