Eventual uniform asymptotic stability for stochastic differential equation based on semimartingale with spatial parameter |
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Authors: | Xuerong Mao |
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Institution: | 1. Mathematics Institute, University of Warwick, CV4 7AL, Coventry, England, U.K.
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Abstract: | Given a stochastic differential equation based on semimartingale with spatial parameter (1) $$\varphi _t = x_0 + \int_{t_0 }^t {F(\varphi _s ,ds) } on t \geqslant t_0 $$ and it perturbed system (2) $$\psi _t = x_0 + \int_{t_0 }^t {F\left( {\psi \alpha _s , ds} \right)} + \int_{t_0 }^t {G\left( {\psi _s , ds} \right)} on t \geqslant t_0 $$ In this paper we give some sufficient conditions under which the eventual uniform asymptotic stability of Eq. (1) is shared by Eq. (2). |
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