Journal
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
Volume 88, Issue 1, Pages 45-56Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/17442508.2015.1029719
Keywords
stochastic differential equations; Lyapunov techniques; practical asymptotic stability
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Funding
- FEDER
- Ministerio de Economiay Competitividad (Spain) [MTM2011-22411]
- Junta de Andalucia (Spain) under Proyecto de Excelencia [P12-FQM-1492]
- Ayudas de consolidacion [FQM314]
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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 (SDEs) 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 solutions of SDEs based on Lyapunov techniques are investigated. Furthermore, an example is given to illustrate the applicability of the main result.
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