Partial stability analysis of stochastic differential equations with a general decay rate

Caraballo Garrido, Tomás; Ezzine, Faten; Hammami, Mohamed Ali

doi:10.1007/s10665-021-10164-w

Artículo

dc.creator	Caraballo Garrido, Tomás	es
dc.creator	Ezzine, Faten	es
dc.creator	Hammami, Mohamed Ali	es
dc.date.accessioned	2022-03-03T13:15:07Z
dc.date.available	2022-03-03T13:15:07Z
dc.date.issued	2021-08-28
dc.identifier.citation	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.
dc.identifier.issn	1573-2703	es
dc.identifier.issn	0022-0833	es
dc.identifier.uri	https://hdl.handle.net/11441/130379
dc.description.abstract	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.	es
dc.format	application/pdf	es
dc.format.extent	17 p.	es
dc.language.iso	eng	es
dc.publisher	Springer	es
dc.relation.ispartof	Journal of Engineering Mathematics, 130 (4), 1-17.
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internacional	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.subject	Decay function	es
dc.subject	Itô formula	es
dc.subject	Lyapunov construction	es
dc.subject	Partial almost sure practical stability	es
dc.subject	Stochastic systems	es
dc.title	Partial stability analysis of stochastic differential equations with a general decay rate	es
dc.type	info:eu-repo/semantics/article	es
dcterms.identifier	https://ror.org/03yxnpp24
dc.type.version	info:eu-repo/semantics/publishedVersion	es
dc.rights.accessRights	info:eu-repo/semantics/openAccess	es
dc.contributor.affiliation	Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico	es
dc.relation.publisherversion	https://doi.org/10.1007/s10665-021-10164-w	es
dc.identifier.doi	10.1007/s10665-021-10164-w	es
dc.contributor.group	Universidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferenciales	es
dc.journaltitle	Journal of Engineering Mathematics	es
dc.publication.volumen	130	es
dc.publication.issue	4	es
dc.publication.initialPage	1	es
dc.publication.endPage	17	es

Ficheros	Tamaño	Formato	Ver	Descripción
Partial stability analysis of ...	549.8Kb	[PDF]	Ver/Abrir

Este registro aparece en las siguientes colecciones

Artículos (Ecuaciones Diferenciales y Análisis Numérico)

Mostrar el registro sencillo del ítem

Excepto si se señala otra cosa, la licencia del ítem se describe como: Attribution-NonCommercial-NoDerivatives 4.0 Internacional