Article
On the practical global uniform asymptotic stability of stochastic differential equations
Author/s | Caraballo Garrido, Tomás
Hammami, Mohamed Ali Mchiri, Lassaad |
Department | Universidad de Sevilla. Departamento de Análisis Matemático |
Publication Date | 2015-06-04 |
Deposit Date | 2016-03-16 |
Published in |
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Abstract | The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis ... The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of stochastic differential equations by using Lyapunov functions when the origin is not necessarily an equilibrium point. The global uniform boundedness and the global practical uniform exponential stability of solutions of stochastic differential equations based on Lyapunov techniques are investigated. Furthermore, an example is given to illustrate the applicability of the main result. |
Project ID. | info:eu-repo/grantAgreement/MINECO/MTM2011-22411
P12-FQM-1492 FQM314 |
Citation | Caraballo Garrido, T., Hammami, M.A. y Mchiri, L. (2015). On the practical global uniform asymptotic stability of stochastic differential equations. Stochastics: An International Journal of Probability and Stochastic Processes, 88 (1), 45-56. |
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