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 |
|---|---|
| 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
Cite this
Mao, X. (1999). Stochastic versions of the LaSalle theorem. Journal of Differential Equations, 153(1), 175-195. https://doi.org/10.1006/jdeq.1998.3552