On the practical global uniform asymptotic stability of stochastic differential equations

DOI10.1080/17442508.2015.1029719zbMATH Open1337.60117arXiv1503.03792OpenAlexW127321992MaRDI QIDQ2803411FDOQ2803411

Authors: Lassaad Mchiri, T. Caraballo, M. Hammami 

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

Abstract: The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of stochastic differential equations by using Lyapunov functions when the origin is not necessarily an equilibrium point. The global uniform boundedness and the global practical uniform exponential stability of so- lutions of stochastic differential equations based on Lyapunov techniques are investigated. Furthermore, an example is given to illustrate the applicability of the main result.

Full work available at URL: https://arxiv.org/abs/1503.03792

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zbMATH Keywords

asymptotic stabilityLyapunov functionsstochastic differential equations

Mathematics Subject Classification ID

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

Cites Work

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Cited In (26)

• Practical Asymptotic Stability of Nonlinear Stochastic Evolution Equations
• Practical exponential stability of stochastic age-dependent capital system with Lévy noise
• Practical exponential stability of impulsive stochastic functional differential equations
• Stability of conformable stochastic systems depending on a parameter
• Practical stability of stochastic functional differential equations with infinite delay
• Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion
• A survey on stability for stochastic differential equations
• Almost sure and moment asymptotic boundedness of stochastic delay differential systems
• On the practical stability with regard to a part of the variables for distribution-dependent SDEs driven by time-changed Brownian motion
• Practical stability with respect to a part of variables of stochastic differential equations
• Partial practical stability and asymptotic stability of stochastic differential equations driven by Lévy noise with a general decay rate
• Boundedness and exponential stability of highly nonlinear stochastic differential equations
• Partial practical exponential stability of neutral stochastic functional differential equations with Markovian switching
• \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching
• Practical stability in the \(p\)th mean for Itô stochastic differential equations
• Estimates of exponential convergence for solutions of stochastic nonlinear systems
• \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
• Partial stability analysis of stochastic differential equations with a general decay rate
• Probabilistic ultimate bounds and invariant sets in nonlinear systems
• On the exponential stability of stochastic perturbed singular systems in mean square
• Practical stability in relation to a part of variables for stochastic reaction–diffusion systems driven by G-Brownian motion
• Convergence and stability analysis of time-varying infinite-dimensional systems
• On stochastic elliptic equations driven by Wiener process with non-local condition
• Practical stability in relation to a part of variables of stochastic pantograph differential equations
• Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise
• Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems

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