Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign

DOI10.1134/S0012266111090059zbMath1237.60045MaRDI QIDQ656489

A. A. Levakov

Publication date: 18 January 2012

Published in: Differential Equations (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationLyapunov functionasymptotic stabilityblow-up time

Mathematics Subject Classification ID

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

Related Items

Global stability of a stochastic differential equation with discontinuous coefficients in a Hilbert space, Global stability of an autonomous stochastic delay differential equation with discontinuous coefficients, Global stability and stabilization of more general stochastic nonlinear systems

Cites Work

• On the existence of solutions of stochastic differential equations
• On stability and existence of solutions of SDEs with reflection at the boundary
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