A notion of stability in probability of stochastic nonlinear systems
Abedi, Fakhreddin and Leong, Wah June and Chaharborj, Sarkhosh Seddighi (2013) A notion of stability in probability of stochastic nonlinear systems. Advances in Difference Equations, 2013 . art. no. 363. pp. 1-8. ISSN 1687-1839; ESSN: 1687-1847
The concepts of stability in probability of nontrivial solutions for stochastic nonlinear systems are analyzed in terms of a control Lyapunov function which is smooth except possibly at the origin. We show under certain hypothesis that the neighborhood of the origin is stable in probability. An illustrating example is provided.
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