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

DOI10.1006/jmaa.2001.7451zbMath0983.60055OpenAlexW2024338197MaRDI 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 equationboundednessasymptotic stabilityglobal asymptotic stabilitymultiple Lyapunov functionpartial asymptotic stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Resonance in context of PDEs (35B34)

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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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