Polynomial asymptotic stability of damped stochastic differential equations
The paper studies the polynomial convergence of solutions of a scalar nonlinear It\^{o} stochastic differential equation\[dX(t) = -f(X(t))\,dt + \sigma(t)\,dB(t)\] where it is known, {\it a priori}, that $\lim_{t\rightarrow\infty} X(t)=0$, a.s. The intensity of the stochastic perturbation $\sigma$ i...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Szeged
2004-08-01
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| Series: | Electronic Journal of Qualitative Theory of Differential Equations |
| Online Access: | http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=189 |