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 language | English |
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Pages (from-to) | 175-195 |
Number of pages | 21 |
Journal | Journal of Differential Equations |
Volume | 153 |
Issue number | 1 |
DOIs | |
Publication status | Published - 20 Mar 1999 |
Keywords
- Itô's formula
- LaSalle's theorem
- Lyapunov function
- supermartingale convergence theorem