Cone-valued lyapunov functions and the stability of stochastic differential equations

DOI10.1080/07362999608809422zbMath0847.60040OpenAlexW2070361884MaRDI QIDQ4882947

Edet P. Akpan

Publication date: 5 August 1996

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999608809422

zbMATH Keywords

asymptotic stabilitystochastic environmentstochastic cone-valued Lyapunov functionsstochastic differential equations of Itô-type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• Random differential inequalities
• On the \(\phi{}_ 0\)-stability of comparison differential systems
• Cone-valued Lyapunov functions

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