Partial stability analysis of stochastic differential equations with a general decay rate. (English) Zbl 1478.93706
Summary: This paper is concerned with the almost sure partial practical stability of stochastic differential equations with general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functions. Finally, we provide a numerical example to demonstrate the efficiency of the obtained results.
MSC:
| 93E15 | Stochastic stability in control theory |
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
Keywords:
decay function; Itô formula; Lyapunov construction; partial almost sure practical stability; stochastic systemsReferences:
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