Partial stability analysis of stochastic differential equations with a general decay rate
This paper is concerned with the almost sure partial practical stability of stochastic differential equations with general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functions. Finally, we provide a numerical example to demonstrate the eff...
| Authors: | , , |
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| Format: | article |
| Status: | Published version |
| Publication Date: | 2021 |
| Country: | España |
| Institution: | Universidad de Sevilla (US) |
| Repository: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/130379 |
| Online Access: | https://hdl.handle.net/11441/130379 https://doi.org/10.1007/s10665-021-10164-w |
| Access Level: | Open access |
| Keyword: | Decay function Itô formula Lyapunov construction Partial almost sure practical stability Stochastic systems |
| Summary: | This paper is concerned with the almost sure partial practical stability of stochastic differential equations with general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functions. Finally, we provide a numerical example to demonstrate the efficiency of the obtained results. |
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