Artículo
On the practical global uniform asymptotic stability of stochastic differential equations
Autor/es | Caraballo Garrido, Tomás
Hammami, Mohamed Ali Mchiri, Lassaad |
Departamento | Universidad de Sevilla. Departamento de Análisis Matemático |
Fecha de publicación | 2015-06-04 |
Fecha de depósito | 2016-03-16 |
Publicado en |
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Resumen | 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. |
Identificador del proyecto | info:eu-repo/grantAgreement/MINECO/MTM2011-22411
P12-FQM-1492 FQM314 |
Cita | 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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