New criterion of partial asymptotic stability in probability of stochastic differential equations

DOI10.1016/j.amc.2013.04.057zbMath1309.34113OpenAlexW2067385348MaRDI QIDQ482449

Oleksiy A. Ignatyev

Publication date: 30 December 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.04.057

zbMATH Keywords

stochastic differential equationsLyapunov functionsasymptotic stability in probability

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items

Estimates of exponential convergence for solutions of stochastic nonlinear systems ⋮ Stability with respect to a part of the variables of stochastic nonlinear systems driven by G-Brownian motion ⋮ Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion ⋮ Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings ⋮ On the partial stability in probability of nonlinear stochastic systems

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