The LaSalle-type theorems for stochastic functional differential equations (Q2763768)

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scientific article; zbMATH DE number 1693108
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The LaSalle-type theorems for stochastic functional differential equations
scientific article; zbMATH DE number 1693108

    Statements

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    15 September 2002
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    Lyapunov function
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    LaSalle's theorem
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    supermartingale convergence theorem
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    The LaSalle-type theorems for stochastic functional differential equations (English)
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    This paper extends the LaSalle-type theorems, which go back to the Lyapunov's method of stability of dynamics, to the stochastic functional differential equations. The theorems imply many useful results on stochastically asymptotic stability, boundedness and locally invariant sets.
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