On the practical global uniform asymptotic stability of stochastic differential equations

Tomas Caraballo; Mohamed Ali Hammami; Lasaad Mchiri

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arXiv · 1503.03792

On the practical global uniform asymptotic stability of stochastic differential equations

Tomas Caraballo·Mohamed Ali Hammami·Lasaad Mchiri

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Abstract

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of stochastic differential equations by using Lyapunov functions when the origin is not necessarily an equilibrium point. The global uniform boundedness and the global practical uniform exponential stability of so- lutions of stochastic differential equations based on Lyapunov techniques are investigated. Furthermore, an example is given to illustrate the applicability of the main result.

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Tomas Caraballo, Mohamed Ali Hammami, Lasaad Mchiri. 2015-03-12. On the practical global uniform asymptotic stability of stochastic differential equations. https://arxiv.org/abs/1503.03792

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