The mean stability criteria in terms of two measures for stochastic differential equations with coefficient's uncertainty

DOI10.1155/2015/348235MaRDI QIDQ1665415zbMATH OpenOpenAlexWikidataFDO

Authors Rui Zhang, Yinjing Guo, Xueqing Zhang, Xiangrong Wang

Publication date 27 August 2018

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2015/348235

Mathematics Subject Classification ID

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

Review text

Summary: This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô's systems. Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient's uncertainty.

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Cites work

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