Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions (Q5945095): Difference between revisions

A stochastic version of the well-known theorem of \textit{J. P. LaSalle} [J. Differ. Equations 4, 57-65 (1968; Zbl 0159.12002)] is given by using multiple Lyapunov functions \(V\) and \(U\) with the property \[ \gamma_1 (t) - LV(x,t) + |V_x (x,t)g(x,t) |^2 \geq \eta (t) \rho (U(x,t)) \] to establish some sufficient criteria for locating the limit sets of solutions of stochastic differential equations \[ dx(t) = f(x(t),t) dt + g(x(t),t) dB(t), \] where the operator \(L\) is defined via \(V_t, V_x, V_xx, f, g\) and the functions \( \gamma , \eta , \rho \) are estimated quantities. Based on the stochastic version, the author presents criteria on asymptotic stability, global asymptotic stability, boundedness and their comparisons with the clasical and existing results, even including the case of constant linear functions \(f,g \) and the quadratic Lyapunov function. The case of partial asymptotic stability for nonlinear examples is considered and the advantage of using two Lyapunov functions for applications is illustrated.