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4 votes
1 answer
302 views

Almost sure stability of a scalar, nonautonomous, nonlinear SDE

I asked this problem on MSE some while ago, but it has stubbornly resisted any attempts at solving it. Maybe there is someone here who can either close the gap in one of the existing answers or has ...
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2 votes
0 answers
104 views

Stochastic stability of "open" continuous-time stochastic systems: reference request

I'm looking for results on the stability of stochastic systems, e.g. SDEs, whose coefficients depend on a different process that is not necessarily stable. I'm calling those systems "open" here, but ...
S.Surace's user avatar
  • 1,675