Asymptotic exponential stability for diffusion processes driven by stochastic differential equations in duals of nuclear spaces
The main objective of this paper is to investigate the asymptotic stability for diffusion processes driven by a class of Itˆo stochastic differential equations in duals of nuclear spaces. A coercivity condition imposed on this sort of equation plays the role of an exponential stability criterion. An...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2001 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/23647 |
| Acceso en línea: | http://hdl.handle.net/11441/23647 https://doi.org/10.2977/prims/1145477224 |
| Access Level: | acceso abierto |
| Palabra clave: | Almost sure exponential stability L2-exponential stability Stochastic diffusion processes in duals of nuclear spaces |
| Sumario: | The main objective of this paper is to investigate the asymptotic stability for diffusion processes driven by a class of Itˆo stochastic differential equations in duals of nuclear spaces. A coercivity condition imposed on this sort of equation plays the role of an exponential stability criterion. An example is studied to illustrate our theory. |
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