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...
| Authors: | ; ; |
|---|---|
| Format: | Article |
| Status: | Published version |
| Publication date: | 2021 |
| Country: | España |
| Institution: | Universidad de Sevilla (US) |
| Repository: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/130379 |
| Online Access: | https://hdl.handle.net/11441/130379 https://doi.org/10.1007/s10665-021-10164-w |
| Access Level: | Open access |
| Keyword: | Decay function Itô formula Lyapunov construction Partial almost sure practical stability Stochastic systems |
| _version_ | 1878733857902034944 |
|---|---|
| author | Caraballo Garrido, Tomás |
| author2 | Ezzine, Faten Hammami, Mohamed Ali |
| author2_role | author author |
| author_browse | Caraballo Garrido, Tomás Ezzine, Faten Hammami, Mohamed Ali |
| author_facet | Caraballo Garrido, Tomás Ezzine, Faten Hammami, Mohamed Ali |
| author_role | author |
| collection | idUS. Depósito de Investigación de la Universidad de Sevilla |
| description | 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. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | ES_5e593e37d9cd3566b9f42e044aa7204c |
| institution | Universidad de Sevilla (US) |
| instname_str | Universidad de Sevilla (US) |
| network_acronym_str | ES |
| network_name_str | España |
| oai_identifier_str | oai:idus.us.es:11441/130379 |
| publishDate | 2021 |
| publishDateSort | 2021 |
| publisher | Springer |
| publisherStr | Springer |
| reponame_str | idUS. Depósito de Investigación de la Universidad de Sevilla |
| spelling | Partial stability analysis of stochastic differential equations with a general decay rate Caraballo Garrido, Tomás Ezzine, Faten Hammami, Mohamed Ali Decay function Itô formula Lyapunov construction Partial almost sure practical stability Stochastic systems 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. Springer https://hdl.handle.net/11441/130379 https://doi.org/10.1007/s10665-021-10164-w |
| spellingShingle | Partial stability analysis of stochastic differential equations with a general decay rate Caraballo Garrido, Tomás Decay function Itô formula Lyapunov construction Partial almost sure practical stability Stochastic systems |
| status_str | publishedVersion |
| title | Partial stability analysis of stochastic differential equations with a general decay rate |
| title_full | Partial stability analysis of stochastic differential equations with a general decay rate |
| title_fullStr | Partial stability analysis of stochastic differential equations with a general decay rate |
| title_full_unstemmed | Partial stability analysis of stochastic differential equations with a general decay rate |
| title_short | Partial stability analysis of stochastic differential equations with a general decay rate |
| title_sort | Partial stability analysis of stochastic differential equations with a general decay rate |
| topic | Decay function Itô formula Lyapunov construction Partial almost sure practical stability Stochastic systems |
| topic_facet | Decay function Itô formula Lyapunov construction Partial almost sure practical stability Stochastic systems |
| url | https://hdl.handle.net/11441/130379 https://doi.org/10.1007/s10665-021-10164-w |