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- W2285909729 abstract "Nonlinear stochastic dynamical systems as ordinary stochastic differential equations and stochastic difference methods are in the center of this presentation in view of the asymptotical behaviour of their moments. We study the exponential p-th mean growth behaviour of their solutions as integration time tends to infinity. For this purpose, the concepts of nonlinear contractivity and stability exponents for moments are introduced as generalizations of well-known moment Lyapunov exponents of linear systems. Under appropriate monotonicity assumptions we gain uniform estimates of these exponents from above and below. Eventually, these concepts are generalized to describe the exponential growth behaviour along certain Lyapunov-type functionals." @default.
- W2285909729 created "2016-06-24" @default.
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- W2285909729 date "1999-12-01" @default.
- W2285909729 modified "2023-09-23" @default.
- W2285909729 title "Moment contractivity and stability exponents of nonlinear stochastic dynamical systems" @default.
- W2285909729 hasPublicationYear "1999" @default.
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