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

DOI10.1080/07362999608809422MaRDI QIDQ4882947zbMATHOpenAlexFDO

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

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)

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Cites work

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

Cited in

(2)

• Lyapunov and converse Lyapunov theorems for stochastic semistability
• scientific article; zbMATH DE number 1330922 (Why is no real title available?)

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