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...
| Autores: | , , |
|---|---|
| Formato: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2021 |
| País: | España |
| Recursos: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/130379 |
| Acesso em linha: | https://hdl.handle.net/11441/130379 https://doi.org/10.1007/s10665-021-10164-w |
| Access Level: | acceso abierto |
| Palavra-chave: | Decay function Itô formula Lyapunov construction Partial almost sure practical stability Stochastic systems |
| Resumo: | 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. |
|---|