Explicit criteria for mean square exponential stability of stochastic differential equations

Using a novel approach, we present new explicit criteria for the mean square exponential stability of general non-linear stochastic differential equations. An application to stochastic neural networks is given.

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Bibliographic Details
Published in:Applied mathematics letters 2019-07, Vol.93, p.22-28
Main Author: Ngoc, Pham Huu Anh
Format: Article
Language:English
Subjects:
Mean square exponential stability
Stochastic differential equation
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Description
Summary:Using a novel approach, we present new explicit criteria for the mean square exponential stability of general non-linear stochastic differential equations. An application to stochastic neural networks is given.
ISSN:0893-9659
1873-5452
DOI:10.1016/j.aml.2019.01.014