Practical Stability in the pth Mean for Itô Stochastic Differential Equations
Joint Authors
Shu, Huisheng
Che, Yan
Miao, Enguang
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-10-30
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
The pth mean practical stability problem is studied for a general class of Itô-type stochastic differential equations over both finite and infinite time horizons.
Instead of the comparison principle, a function η(t) which is nonnegative, nondecreasing, and differentiable is cooperated with the Lyapunov-like functions to analyze the practical stability.
By using this technique, the difficulty in finding an auxiliary deterministic stable system is avoided.
Then, some sufficient conditions are established that guarantee the pth moment practical stability of the considered equations.
Moreover, the practical stability is compared with traditional Lyapunov stability; some differences between them are given.
Finally, the results derived in this paper are demonstrated by an illustrative example.
American Psychological Association (APA)
Miao, Enguang& Shu, Huisheng& Che, Yan. 2011. Practical Stability in the pth Mean for Itô Stochastic Differential Equations. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-1001554
Modern Language Association (MLA)
Miao, Enguang…[et al.]. Practical Stability in the pth Mean for Itô Stochastic Differential Equations. Mathematical Problems in Engineering No. 2012 (2012), pp.1-12.
https://search.emarefa.net/detail/BIM-1001554
American Medical Association (AMA)
Miao, Enguang& Shu, Huisheng& Che, Yan. Practical Stability in the pth Mean for Itô Stochastic Differential Equations. Mathematical Problems in Engineering. 2011. Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-1001554
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1001554