Electronic Journal of Differential Equations,
Vol. 2009(2009), No. 143, pp. 1-10.

Title: Boundedness and exponential stability of highly
       nonlinear stochastic differential equations

Authors: Ruihua Liu (Univ. of Dayton, Dayton, OH, USA)
         Youssef Raffoul (Univ. of Dayton, Dayton, OH, USA)

Abstract:
 In this article we consider nonlinear stochastic differential
 systems and use Lyapunov functions to study the boundedness
 and exponential asymptotic stability of solutions.
 We provide several examples in which we consider stochastic
 systems with unbounded terms.
 
Submitted October 30, 2008. Published November 12, 2009.
Math Subject Classifications: 34F05, 60H10.
Key Words: Boundedness; exponential stability; Lyapunov function;
           stochastic differential equation.