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Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems |
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| Authors: | Asma Barbata Ridha Chatbouri Harouna Souley Ali |
| Affiliation: | 1. Centre de Recherche en Automatique de Nancy (CRAN-UMR 7039), Université de Lorraine, CNRS, Cosnes et Romain, Francebarbataasma@yahoo.fr!["ORCID]({"type":"image","src":"/templates/jsp/images/orcid.png"} "\"ORCID") https://orcid.org/0000-0003-0169-1133;3. Laboratoire de Physique-Mathématique, Fonctions Spéciales et Applications, rue Lamine Abassi, Hammam-Sousse, Tunisiehttps://orcid.org/0000-0002-9423-5358;4. Centre de Recherche en Automatique de Nancy (CRAN-UMR 7039), Université de Lorraine, CNRS, Cosnes et Romain, Francehttps://orcid.org/0000-0003-1312-5091 |
| Abstract: | ABSTRACTThis contribution deals with the study of the almost sure exponential stability of large-scale stochastic systems with multiplicative noises. Under a Lipschitz-like assumption, it is proven that this stability is guaranteed if each “diagonal” subsystem is almost surely exponentially stable. |
| Keywords: | Almost sure exponential stability Itô process Large-scale stochastic system Multiplicative noises |