Cone-valued lyapunov functions and the stability of stochastic differential equations

DOI10.1080/07362999608809422zbMATH Open0847.60040OpenAlexW2070361884MaRDI QIDQ4882947FDOQ4882947

Authors: Edet P. Akpan 

Publication date: 5 August 1996

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999608809422

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zbMATH Keywords

asymptotic stabilitystochastic environmentstochastic cone-valued Lyapunov functionsstochastic differential equations of Itô-type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic stability in control theory (93E15)

Cites Work

• Random differential inequalities
• Cone-valued Lyapunov functions
• On the \(\phi{}_ 0\)-stability of comparison differential systems

Cited In (2)

• Title not available (Why is that?)
• Lyapunov and converse Lyapunov theorems for stochastic semistability

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