$p$th Moment Noise-to-State Stability of Stochastic Differential Equations with Persistent Noise

DOI10.1137/130924652zbMath1315.34063arXiv1501.05008OpenAlexW2001950057MaRDI QIDQ2930962

Jorge Cortés, David Mateos-Núñez

Publication date: 21 November 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.05008

zbMATH Keywords

Lyapunov functionsstochastic stabilitynoise-to-state stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items (12)

Stability analysis of stochastic delay differential equations with Lévy noise ⋮ Stability analysis of random systems with Markovian switching and its application ⋮ Noise-input-to-state stability analysis of switching stochastic nonlinear systems with mode-dependent multiple impulses ⋮ Stability analysis for a class of stochastic delay nonlinear systems driven by \(G\)-Brownian motion ⋮ Incremental stability of stochastic time‐varying impulsive and switching systems ⋮ Noise-to-state practical stability and stabilization of random neural networks ⋮ Stochastic stability of systems with semi-Markovian switching ⋮ Noise-to-State Exponentially Stable Distributed Convex Optimization on Weight-Balanced Digraphs ⋮ New results in global stabilization for stochastic nonlinear systems ⋮ Probabilistic ultimate bounds and invariant sets in nonlinear systems ⋮ Stability of stochastic nonlinear delay systems with delayed impulses ⋮ Time-domain boundedness of noise-to-state exponentially stable systems

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