Numerical construction of Lyapunov functions for stochastic systems (Q1913850)
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scientific article; zbMATH DE number 882149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical construction of Lyapunov functions for stochastic systems |
scientific article; zbMATH DE number 882149 |
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Numerical construction of Lyapunov functions for stochastic systems (English)
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9 June 1996
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For stochastic differential equations of Itô-type a method for construction of Lyapunov functions as a series of polynomials is given. The coefficients of the series are computed numerically.
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stochastic stability
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stochastic differential equations
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Lyapunov functions
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