Artículo
Partial stability analysis of stochastic differential equations with a general decay rate
Autor/es | Caraballo Garrido, Tomás
Ezzine, Faten Hammami, Mohamed Ali |
Departamento | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Fecha de publicación | 2021-08-28 |
Fecha de depósito | 2022-03-03 |
Publicado en |
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Resumen | This paper is concerned with the almost sure partial practical stability of stochastic differential equations
with general decay rate. We establish some sufficient conditions based upon the construction of appropriate ... This paper is concerned with the almost sure partial practical stability of stochastic differential equations with general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functions. Finally, we provide a numerical example to demonstrate the efficiency of the obtained results. |
Cita | Caraballo Garrido, T., Ezzine, F. y Hammami, M.A. (2021). Partial stability analysis of stochastic differential equations with a general decay rate. Journal of Engineering Mathematics, 130 (4), 1-17. |
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