Stochastic versions of the LaSalle theorem

JOURNAL OF DIFFERENTIAL EQUATIONS

卷:153

Article

Mao, XR

关键词: Lyapunov function;    LaSalle's theorem;    supermartingale convergence theorem;    Ito's formula;   

DOI  :  10.1006/jdeq.1998.3552

来源: Elsevier

【 摘 要 】

The main aim of this paper is to establish stochastic versions of the well-known LaSalle stability theorem. From these stochastic versions follow many classical results on stochastic stability. This shows clearly the power of our new results. (C) 1999 Academic Press.

【 授权许可】

Free