Appleby, J.A.D; Rodkina, Alexandra; Schurz, H
Author Affiliation, Ana.
Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
Discrete and Continuous Dynamical Systems Seires B
Date of Publication
This paper studies the pathwise asymptotic stability of the zero solution of scalar stochastic differential equation of Itło 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 parameterized families of stochastic differential equations.....