Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions

DOI10.1006/jmaa.2001.7451zbMath0983.60055MaRDI QIDQ5945095

Xuerong Mao

Publication date: 2 April 2002

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

Full work available at URL: https://semanticscholar.org/paper/737d216351285d6bcafe96a2d442e0c4bbd09710

zbMATH Keywords

stochastic differential equation; boundedness; asymptotic stability; global asymptotic stability; multiple Lyapunov function; partial asymptotic stability

Mathematics Subject Classification ID

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

93E15: Stochastic stability in control theory

35B34: Resonance in context of PDEs

Related Items

Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales, Attraction, stability and robustness for stochastic functional differential equations with infinite delay, Asymptotic stabilities of stochastic functional differential equations, Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching, Stochastic stability of quasi-integrable Hamiltonian systems with time delay by using Lyapunov function method, Global adaptive control of stochastic nonlinear systems with linearly bounded unmeasurable states by output feedback, Lyapunov function construction for nonlinear stochastic dynamical systems, Partial stability and control: the state-of-the-art and future trends, Attraction and stability for neutral stochastic functional differential equations, Barbashin-Krasovskii theorem for stochastic differential equations, Stability of a neutral stochastic functional differential equations, Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales

Cites Work

• Random differential inequalities
• Stochastic versions of the LaSalle theorem
• Introduction to functional differential equations
• Stability theory for ordinary differential equations
• Stabilization of Linear Systems by Noise
• Large noise asymptotics of invariant measures, with applications to lyapunov exponents
• Asymptotic stability and spiraling properties for solutions of stochastic equations
• Robustness of exponential stability of stochastic differential delay equations
• Optimal Discounted Stochastic Control for Diffusion Processes
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