Some properties of finite-time stable stochastic nonlinear systems

DOI10.1016/j.amc.2015.02.088zbMath1390.93851MaRDI QIDQ1636893

Y. Aharonov

Publication date: 7 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.02.088

zbMATH Keywords

converse Lyapunov theorem; stochastic nonlinear systems; finite-time stochastic stability; continuous dependence theorems; stochastic settling time

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93D15: Stabilization of systems by feedback

93C10: Nonlinear systems in control theory

93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory

93E15: Stochastic stability in control theory