A notion of stability in probability of stochastic nonlinear systems

Citation

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

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.

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Additional Metadata

Item Type:	Article
Divisions:	Faculty of Science
DOI Number:	https://doi.org/10.1186/1687-1847-2013-363
Publisher:	SpringerOpen
Keywords:	stochastic system; Lyapunov technique; Stability in probability; Stochastic nonlinear systems.
Depositing User:	Umikalthom Abdullah
Date Deposited:	11 Sep 2014 00:46
Last Modified:	02 Sep 2015 04:24
Altmetrics:	http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1186/1687-1847-2013-363
URI:	http://psasir.upm.edu.my/id/eprint/30266
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