Published March 2018
| Version v1
Journal article
On the Stability of Stochastic Dynamic Equations on Time Scales
- 1. Hanoi University of Industry, Faculty of Fundamental Science (Viet Nam)
- 2. Vinh University, Department of Mathematics (Viet Nam)
- 3. University of Science-VNU, Faculty of Mathematics, Mechanics, and Informatics (Viet Nam)
Description
This paper is concerned with some sufficient conditions ensuring the stochastic stability and the almost sure exponential stability of stochastic differential equations on time scales via Lyapunov functional methods. This work can be considered as a unification and generalization of works dealing with these areas of stochastic difference and differential equations.
Additional details
Identifiers
Publishing Information
- Journal Title
- Acta Mathematica Vietnamica
- Journal Volume
- 43
- Journal Issue
- 1
- Journal Page Range
- p. 111-124
- ISSN
- 0251-4184
INIS
- Country of Publication
- Viet Nam
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 50044438
- Subject category
- S97: MATHEMATICAL METHODS AND COMPUTING;
- Descriptors DEI
- DIFFERENTIAL EQUATIONS; FUNCTIONS; LYAPUNOV METHOD; STABILITY; STOCHASTIC PROCESSES; VARIATIONS
- Descriptors DEC
- CALCULATION METHODS; EQUATIONS
Optional Information
- Copyright
- Copyright (c) 2018 Institute of Mathematics, Vietnam Academy of Science and Technology (VAST) and Springer Nature Singapore Pte Ltd.