Pathwise non-exponential decay rates of solutions of scalarnonlinear stochastic differential equations

John A. D. Appleby; Alexandra Rodkina; Henri Schurz

doi:10.3934/dcdsb.2006.6.667

Article Contents

2006, Volume 6, Issue 4: 667-696. Doi: 10.3934/dcdsb.2006.6.667

This issue Previous Article Large deviation principle for a stochastic navier-Stokes equation in its vorticity form for a two-dimensional incompressible flow Next Article Lyapunov exponents for stochastic differential equations with infinite memory and application to stochastic Navier-Stokes equations

Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations

1.
School of Mathematical Sciences, Dublin City University, Dublin
2.
Department of Mathematics and Computer Science, The University of the West Indies, Mona, Kingston 7
3.
Southern Illinois University, Department of Mathematics, MC 4408, 1245 Lincoln Drive, Carbondale, IL 62901-7316

Received: December 31, 2004

Revised: August 31, 2005

Published: June 2006

Abstract Related Papers Cited by

Abstract

This paper studies the pathwise asymptotic stability of the zero solution of scalar stochastic differential equation of Itô type. Specifically, we provide conditions for solutions to converge to zero at given non-exponential rates. The results completely classify the rates of decay of many parameterised families of stochastic differential equations.

Keywords:

Mathematics Subject Classification: Primary: 93E15; Secondary: 34F05, 37H10, 60H10.

Citation:

Article Metrics

HTML views() PDF downloads(117) Cited by(0)

Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations

Abstract

Access History

Article Metrics

Access History

Other Articles By Authors

Catalog

Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations

Abstract

Access History

SHARE

Article Metrics

Access History

Other Articles By Authors

Catalog

Export File

Citation

Format

Content