On the practical global uniform asymptotic stability of stochastic differential equations
On the practical global uniform asymptotic stability of stochastic differential equations
复制标题
DOI：
10.1080/17442508.2015.1029719
复制
发表时间：
2015-03
期刊：
影响因子：
--
通讯作者：
T. Caraballo;M. Hammami;Lassaad Mchiri
中科院分区：
文献类型：
--
作者：
T. Caraballo;M. Hammami;Lassaad Mchiri
李雅普诺夫函数法是研究动力系统，特别是随机微分系统稳定性的最有效方法之一。本文的主要目的是利用李雅普诺夫函数分析原点不一定是平衡点时随机微分方程的稳定性。利用李雅普诺夫方法，研究了一类随机微分方程解的全局一致有界性和全局实用一致指数稳定性。最后，通过一个例子说明了主要结果的适用性.
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 (SDEs) 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 SDEs based on Lyapunov techniques are investigated. Furthermore, an example is given to illustrate the applicability of the main result.