On the practical global uniform asymptotic stability of stochastic differential equations |
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| Authors: | Tomás Caraballo Lassaad Mchiri |
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| Institution: | 1. Department of Mathematics, Faculty of Sciences of Sfax, University of Sfax ,
Tunisia;2. Depto. Ecuaciones Diferenciales y Análisis Numérico, Universidad de Sevilla, Facultad de Matemáticas , Apdo. de Correos 1160, 41080 Sevilla, Spain |
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| Abstract: | 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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| Keywords: | stochastic differential equations Lyapunov techniques practical asymptotic stability |
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