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Zbl 0874.60051
Tsoi, Allanus H.; Zhang, Bo
Practical stabilities of Itô type nonlinear stochastic differential systems and related control problems. (English)
[J] Dyn. Syst. Appl. 6, No.1, 107-124 (1997). ISSN 1056-2176

Summary: This paper studies practical stability and $M$-practical stability of some Itô type nonlinear differential systems. We discuss some relations between various kinds of practical stability in probability. Criteria for these types of stability are established via Lyapunov functions and comparison principles for stochastic systems. Finally, we discuss some controlled stochastic processes related to $M$-practical stability in $p$th mean.

MSC 2000:: *60H10 Stochastic ordinary differential equations
93E15 Stochastic stability
34F05 ODE with randomness

Keywords: stability of some Itô type nonlinear differential systems; Lyapunov functions; controlled stochastic processes

Cited in: Zbl 1041.93058

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