Partial asymptotic stability in probability of stochastic differential equations

DOI10.1016/j.spl.2008.10.005zbMath1157.60327OpenAlexW2007347084MaRDI QIDQ1007343

Oleksiy A. Ignatyev

Publication date: 20 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.005

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (18)

Stochastic finite-time partial stability, partial-state stabilization, and finite-time optimal feedback control ⋮ Practical stability with respect to a part of variables of stochastic differential equations ⋮ Lyapunov function method for systems of difference equations: stability with respect to part of the variables ⋮ Stability in mean of partial variables for stochastic reaction-diffusion systems with Markovian switching ⋮ Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition ⋮ Estimates of exponential convergence for solutions of stochastic nonlinear systems ⋮ Stability with respect to a part of the variables of stochastic nonlinear systems driven by G-Brownian motion ⋮ Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion ⋮ Unnamed Item ⋮ Stability in mean of partial variables for coupled stochastic reaction-diffusion systems on networks: a graph approach ⋮ New criterion of partial asymptotic stability in probability of stochastic differential equations ⋮ Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings ⋮ Barbashin-Krasovskii theorem for stochastic differential equations ⋮ Partial practical exponential stability of neutral stochastic functional differential equations with Markovian switching ⋮ On the partial stability problem for nonlinear discrete-time stochastic systems ⋮ Asymptotic stability of nonlinear impulsive stochastic differential equations ⋮ Partial stability analysis of stochastic differential equations with a general decay rate ⋮ On the partial stability in probability of nonlinear stochastic systems

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