Add to ORKGUsing key tools such as Itô’s formula for general semimartingales, Kunita’s moment estimates for Lévy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential equations (SDEs) driven by Lévy noise are stable in probability, almost surely and moment exponentially stable
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
The objective of this paper is to use the Lyapunov function to study the almost sure exponential sta...
We use Yosida approximation to find an Itô formula for mild solutions { Xx(t), t ≥ 0 }of SPDEs with G...
Using key tools such as Ito's formula for general semimartingales, Kunita's moment estimates for Lev...
The main aim of this thesis is to examine stability properties of the solutions to stochastic diffe...
Consider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)d[mu](t)+G(X(...
AbstractConsider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)dμ(t)...
Aims to systemize the results available in literature to be found on stability of stochastic differe...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
In this paper we introduce weak exponential stability of stochastic differential equations. In parti...
The exponential stability of semi-linear stochastic partial differential equations (SPDEs) involving...
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent rese...
We investigate the perturbation of the non-linear differential equation dx(t)dt = f(x(t)) by random ...
This paper is mainly concerned with whether the almost sure exponential stability of stochastic diff...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
The objective of this paper is to use the Lyapunov function to study the almost sure exponential sta...
We use Yosida approximation to find an Itô formula for mild solutions { Xx(t), t ≥ 0 }of SPDEs with G...
Using key tools such as Ito's formula for general semimartingales, Kunita's moment estimates for Lev...
The main aim of this thesis is to examine stability properties of the solutions to stochastic diffe...
Consider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)d[mu](t)+G(X(...
AbstractConsider a stochastic differential equation with respect to semimartingales dX(t)=AX(t)dμ(t)...
Aims to systemize the results available in literature to be found on stability of stochastic differe...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
In this paper we introduce weak exponential stability of stochastic differential equations. In parti...
The exponential stability of semi-linear stochastic partial differential equations (SPDEs) involving...
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent rese...
We investigate the perturbation of the non-linear differential equation dx(t)dt = f(x(t)) by random ...
This paper is mainly concerned with whether the almost sure exponential stability of stochastic diff...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by t...
The objective of this paper is to use the Lyapunov function to study the almost sure exponential sta...
We use Yosida approximation to find an Itô formula for mild solutions { Xx(t), t ≥ 0 }of SPDEs with G...