Barbashin-Krasovskii theorem for stochastic differential equations

DOI10.1090/S0002-9939-2010-10466-5zbMath1203.60071OpenAlexW2086472355MaRDI QIDQ3056556

Vidyadhar Mandrekar, Oleksiy A. Ignatyev

Publication date: 12 November 2010

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-2010-10466-5

zbMATH Keywords

stochastic differential equationsLyapunov functionsasymptotic stability in probability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (5)

Globally asymptotic stabilization of stochastic nonlinear systems in strict-feedback form ⋮ On the construction of the Lyapunov function with sign-definite derivative with the help of auxiliary functions with sign-constant derivatives ⋮ On necessary conditions for global asymptotic stability of equilibrium for the Liénard equation ⋮ Global stability and stabilization of more general stochastic nonlinear systems ⋮ Using an analog of the Lyapunov function with sign-alternating derivative in the study of global asymptotic stability of equilibria

Cites Work

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• Unnamed Item

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