Local Lyapunov Functions for Nonlinear Stochastic Differential Equations by Linearization

DOI10.5220/0006944505790586zbMath1530.93431OpenAlexW2887512324MaRDI QIDQ6065583

Peter Giesl, Sigurður Freyr Hafstein, Hjortur Bjornsson, Skuli Gudmundsson

Publication date: 15 November 2023

Published in: Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5220/0006944505790586

zbMATH Keywords

stochastic differential equationLyapunov functionlinearizationasymptotic stability in probability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Lyapunov and storage functions (93D30) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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