On an extension of the Lyapunov criterion of stability for quasi-linear systems via integral inequalities methods
Author:
Nguyen Huu Du
Journal:
Theor. Probability and Math. Statist. 70 (2005), 29-40
MSC (2000):
Primary 60H10; Secondary 34F05, 93E15
DOI:
https://doi.org/10.1090/S0094-9000-05-00628-9
Published electronically:
August 5, 2005
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Abstract: In this article, we concern ourselves with a new concept for comparing the stability degree of two dynamical systems. By using the integral inequality method, we give a criterion which allows us to compare the growth rate of two Itô quasi-linear differential equations. It can be viewed as an extension of the Lyapunov criterion to the stochastic case.
References
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References
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Additional Information
Nguyen Huu Du
Affiliation:
Faculty of Mathematics, Mechanics, and Informatics, Vietnam National University, 334 Nguyen Trai, Thanh Xuan, Hanoi, Vietnam
Email:
nhdu2001@yahoo.com
Keywords:
Lyapunov exponent,
Itô’s stochastic process,
Bihari’s inequality
Received by editor(s):
December 14, 2002
Published electronically:
August 5, 2005
Additional Notes:
This work was supported by VNCR program # QT 01.01.
Article copyright:
© Copyright 2005
American Mathematical Society
