Partial stability analysis of stochastic differential equations with a general decay rate

This paper is concerned with the almost sure partial practical stability of stochastic differential equations with general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functions. Finally, we provide a numerical example to demonstrate the eff...

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Bibliographic Details
Published inJournal of engineering mathematics Vol. 130; no. 1
Main Authors Caraballo, Tomás, Ezzine, Faten, Hammami, Mohamed Ali
Format Journal Article
LanguageEnglish
Published Dordrecht Springer Netherlands 01.10.2021
Springer Nature B.V
Subjects
Applications of Mathematics
Computational Mathematics and Numerical Analysis
Decay rate
Differential equations
Liapunov functions
Mathematical analysis
Mathematical and Computational Engineering
Mathematical Modeling and Industrial Mathematics
Mathematics
Mathematics and Statistics
Partial stability
Random/Stochastic Differential Equations in Engineering Problems
Stability analysis
Theoretical and Applied Mechanics
Itô formula
Stochastic systems
Decay function
Partial almost sure practical stability
Lyapunov construction
Primary 93E03
Secondary 60H10
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Summary:This paper is concerned with the almost sure partial practical stability of stochastic differential equations with general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functions. Finally, we provide a numerical example to demonstrate the efficiency of the obtained results.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0022-0833
1573-2703
DOI:10.1007/s10665-021-10164-w