Stochastic versions of the LaSalle theorem

Research output: Contribution to journalArticle

158 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)175-195
Number of pages21
JournalJournal of Differential Equations
Volume153
Issue number1
DOIs
Publication statusPublished - 20 Mar 1999

Keywords

  • Itô's formula
  • LaSalle's theorem
  • Lyapunov function
  • supermartingale convergence theorem

Cite this