On an extension of Lyapunov criterion of stability for quasi-linear systems via integral inequalities methods
https://doi.org/10.1090/S0094-9000-05-00628-9Publisher, magazine: ,
Publication year: 2005
Lưu Trích dẫn Chia sẻAbstract
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.
Tags: Lyapunov exponent, It\^o's stochastic process, Bihari's inequality
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