Stochastic Analysis and Applications · 1997 · 11 citations · 0 references
EngineeringMathematicsDifferential EquationsDynamical SystemsStochastic ProcessesDiffusion ProcessesStabilityStability TheoryStochastic CalculusStochastic Differential EquationsStochastic StabilityExponential StabilityMean StabilityStability In ProbabilityUniform Stability
In this paper we introduce weak exponential stability of stochastic differential equations. In particular, we introduce weak exponential stability in mean, weak exponential asymptotical stability in mean and weak uniform asymptotical stability in mean. We also derive some results related to the above concepts