Ruihua Liu, Youssef Raffoul
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.
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Ruihua Liu Department of Mathematics, University of Dayton 300 College Park, Dayton, OH 45469, USA email: ruihua.liu@notes.udayton.edu |
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Youssef Raffoul Department of Mathematics, University of Dayton 300 College Park, Dayton, OH 45469, USA email: youssef.raffoul@notes.udayton.edu |
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