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Start Over Descriptor "Itô’s formula" Topic almost sure asymptotic stability Database Academic Search Index Publisher ieee

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1 results on '"Itô’s formula"'

1. The Almost Sure Asymptotic Stability and pth Moment Asymptotic Stability of Nonlinear Stochastic Differential Systems With Polynomial Growth.

Author

Liu, Lei, Shen, Yi, and Jiang, Feng

Subjects
*STABILITY (Mechanics), *STOCHASTIC difference equations, *POLYNOMIALS, *RANDOM variables, *WIENER processes, *NONLINEAR systems, *CONTINUOUS functions
Abstract

This note is concerned with the asymptotic stability analysis for nonlinear stochastic differential systems (SDSs). The systems coefficients are assumed to satisfy local Lipschitz condition and polynomial growth condition. By applying some novel techniques, some easily verifiable conditions are obtained which ensure the almost sure asymptotic stability and pth moment asymptotic stability for such SDSs. We also provide the range of the order p. A numerical example is provided to illustrate the effectiveness and the benefits of the proposed result. [ABSTRACT FROM AUTHOR]

Published
2011
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