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On an extension of the Lyapunov criterion of stability for quasi-linear systems via integral inequalities methods
Author(s):
Nguyen
Huu
Du
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 70
(2004).
Journal:
Theor. Probability and Math. Statist.
No. 70
(2005),
29-40.
MSC (2000):
Primary 60H10;
Secondary 34F05, 93E15
Posted:
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.
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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
DOI:
10.1090/S0094-9000-05-00628-9
PII:
S 0094-9000(05)00628-9
Keywords:
Lyapunov exponent,
It\^o's stochastic process,
Bihari's inequality
Received by editor(s):
14/DEC/2002
Posted:
August 5, 2005
Additional Notes:
This work was supported by VNCR program # QT 01.01.
Copyright of article:
Copyright
2005,
American Mathematical Society
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