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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

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Abstract

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.

Item Type:Article
Keyword:stochastic system; Lyapunov technique; Stability in probability; Stochastic nonlinear systems.
Faculty or Institute:Faculty of Science
Publisher:SpringerOpen
DOI Number:10.1186/1687-1847-2013-363
Altmetrics:http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1186/1687-1847-2013-363
ID Code:30266
Deposited By: Umikalthom Abdullah
Deposited On:11 Sep 2014 08:46
Last Modified:02 Sep 2015 12:24

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