dc.creator | Caraballo Garrido, Tomás | es |
dc.creator | Ezzine, Faten | es |
dc.creator | Hammami, Mohamed Ali | es |
dc.date.accessioned | 2023-11-06T09:10:23Z | |
dc.date.available | 2023-11-06T09:10:23Z | |
dc.date.issued | 2023-08-11 | |
dc.identifier.citation | Caraballo Garrido, T., Ezzine, F. y Hammami, M.A. (2023). Estimates of exponential convergence for solutions of stochastic nonlinear systems. Applied Mathematics & Optimization, 88, 62-1. https://doi.org/10.1007/s00245-023-10040-2. | |
dc.identifier.issn | 0095-4616 | es |
dc.identifier.issn | 1432-0606 | es |
dc.identifier.uri | https://hdl.handle.net/11441/150157 | |
dc.description.abstract | This paper aims to analyze the behavior of the solutions of a stochastic perturbed system
with respect to the solutions of the stochastic unperturbed system. To prove our stability
results, we have derived a new Gronwall–type inequality instead of the Lyapunov techniques,
which makes it easy to apply in practice and it can be considered as a more general tool
in some situations. On the one hand, we present sufficient conditions ensuring the global
practical uniform exponential stability of SDEs based on Gronwall’s inequalities. On the
other hand, we investigate the global practical uniform exponential stability with respect to
a part of the variables of the stochastic perturbed system by using generalized Gronwall’s
inequalities. It turns out that, the proposed approach gives a better result comparing
with the use of a Lyapunov function. A numerical example is presented to illustrate the
applicability of our results. | es |
dc.format | application/pdf | es |
dc.format.extent | 23 p. | es |
dc.language.iso | eng | es |
dc.publisher | Springer | es |
dc.relation.ispartof | Applied Mathematics & Optimization, 88, 62-1. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Stochastic differential equations | es |
dc.subject | Gronwall’s inequalities | es |
dc.subject | Practical uniform exponential stability | es |
dc.subject | Practical uniform exponential stability with respect to a part of the variables | es |
dc.title | Estimates of exponential convergence for solutions of stochastic nonlinear systems | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/submittedVersion | 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/s00245-023-10040-2 | es |
dc.identifier.doi | 10.1007/s00245-023-10040-2 | es |
dc.contributor.group | Universidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferenciales | es |
dc.journaltitle | Applied Mathematics & Optimization | es |
dc.publication.issue | 88 | es |
dc.publication.initialPage | 62-1 | es |