The Mean Stability Criteria in terms of Two Measures for Stochastic Differential Equations with Coefficient’s Uncertainty

الملخص EN

This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô’s systems.

Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient’s uncertainty.