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Asymptotic and exponential decay in mean square for delay geometric Brownian motion |
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| Authors: | Haškovec Jan |
| Institution: | 1.King Abdullah University of Science and Technology, 23955-6900, Thuwal, Kingdom of Saudi Arabia ; |
| Abstract: | Applications of Mathematics - We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions... |
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