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Zbl 0997.93096
Florchinger, Patrick
A stochastic Jurdjevic-Quinn theorem for the stabilization of nonlinear stochastic differential systems. (English)
[J] Stochastic Anal. Appl. 19, No.3, 473-480 (2001). ISSN 0736-2994; ISSN 1532-9356/e

The author presents a feedback control by means of which one can globally asymptotically stabilize (in probability) a stochastic nonlinear control system satisfying a Jurdjevic-Quinn type condition. The result generalizes a pertinent theorem of H. Bensoubaya, A. Ferfara and A. Iggidr.
[V.Wihstutz (Charlotte)]
MSC 2000:
*93E15 Stochastic stability
93D15 Stabilization of systems by feedback
93C10 Nonlinear control systems
93D20 Asymptotic stability of control systems

Keywords: asymptotic stability in probability; Lyapunov functions; Jurdjevic-Quinn condition; global stabilization

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