Stability for generalized stochastic equations

被引：0
|
作者：
Silva, F. Andrade da [1 ]
Bonotto, E. M. [1 ]
Federson, M. [1 ]
机构：
[1] Univ Sao Paulo, Inst Ciencias Matemat & Comp, BR-13560970 Sao Carlos, SP, Brazil
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2024年 / 173卷
基金：
巴西圣保罗研究基金会;
关键词：
Kurzweil integral; It & ocirc; -Henstock integral; Stochastic differential equations; Stability theory for stochastic differential; equations; Existence and uniqueness of solutions; DIFFERENTIAL-EQUATIONS;
D O I：
10.1016/j.spa.2024.104358
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Similarly to generalized ordinary differential equations that comprise various types of classical deterministic equations, generalized stochastic equations (GSEs) were created to contain equations involving stochastic processes. The main goal of this paper is to investigate several types of stability and boundedness for non -autonomous GSEs by means of Lyapunov functionals. We also established existence-uniqueness results for maximal and global forward solutions of GSEs and applied our result to the Ornstein-Uhlenbeck process.
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