Partial stability analysis of stochastic differential equations with a general decay rate
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Publication:2061431
DOI10.1007/s10665-021-10164-wzbMath1478.93706WikidataQ115383925 ScholiaQ115383925MaRDI QIDQ2061431
Mohamed Ali Hammami, Tomás Caraballo Garrido, Faten Ezzine
Publication date: 13 December 2021
Published in: Journal of Engineering Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10665-021-10164-w
Itô formula; stochastic systems; decay function; Lyapunov construction; partial almost sure practical stability
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory