Numerical construction of Lyapunov functions for stochastic systems

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zbMath0846.93084MaRDI QIDQ1913850

I. N. Barabanov, Eh. S. Pyatnitskij

Publication date: 9 June 1996

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations Lyapunov functions stochastic stability

Mathematics Subject Classification ID

Lyapunov and storage functions (93D30) Stochastic stability in control theory (93E15)

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