Local Lyapunov Functions for Nonlinear Stochastic Differential Equations by Linearization

DOI10.5220/0006944505790586MaRDI QIDQ6065583zbMATH OpenOpenAlexFDO

Authors Hjortur Bjornsson, Peter Giesl, Skuli Gudmundsson, Sigurdur Hafstein

Publication date 15 November 2023

Published in Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.5220/0006944505790586

zbMATH Keywords

asymptotic stability in probabilitylinearizationLyapunov functionstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Asymptotic stability in control theory (93D20) Lyapunov and storage functions (93D30) Stochastic stability in control theory (93E15)

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• Piecewise quadratic Lyapunov functions for stochastic differential equations by linear programming

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