منابع مشابه
Almost Global Stochastic Stability
Abstract. We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability. The method can be viewed as a dual to Lyapunov’s second method for stochastic differential equations and extends the deterministic result in [A. Ran...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2006
ISSN: 0363-0129,1095-7138
DOI: 10.1137/040618850