A notion of stability in probability of stochastic nonlinear systems

The concepts of stability in probability of nontrivial solutions for stochastic nonlinear systems are analyzed in terms of a control Lyapunov function which is smooth except possibly at the origin. We show under certain hypothesis that the neighborhood of the origin is stable in probability. An illu...

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Main Authors: Abedi, Fakhreddin, Leong, Wah June, Chaharborj, Sarkhosh Seddighi
Format: Article
Language:English
English
Published: SpringerOpen 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30266/1/A%20notion%20of%20stability%20in%20probability%20of%20stochastic%20nonlinear%20systems.pdf
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author Abedi, Fakhreddin
Leong, Wah June
Chaharborj, Sarkhosh Seddighi
author_facet Abedi, Fakhreddin
Leong, Wah June
Chaharborj, Sarkhosh Seddighi
author_sort Abedi, Fakhreddin
collection UPM
description The concepts of stability in probability of nontrivial solutions for stochastic nonlinear systems are analyzed in terms of a control Lyapunov function which is smooth except possibly at the origin. We show under certain hypothesis that the neighborhood of the origin is stable in probability. An illustrating example is provided.
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spelling upm.eprints-302662015-09-02T04:24:10Z http://psasir.upm.edu.my/id/eprint/30266/ A notion of stability in probability of stochastic nonlinear systems Abedi, Fakhreddin Leong, Wah June Chaharborj, Sarkhosh Seddighi The concepts of stability in probability of nontrivial solutions for stochastic nonlinear systems are analyzed in terms of a control Lyapunov function which is smooth except possibly at the origin. We show under certain hypothesis that the neighborhood of the origin is stable in probability. An illustrating example is provided. SpringerOpen 2013-12 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30266/1/A%20notion%20of%20stability%20in%20probability%20of%20stochastic%20nonlinear%20systems.pdf Abedi, Fakhreddin and Leong, Wah June and Chaharborj, Sarkhosh Seddighi (2013) A notion of stability in probability of stochastic nonlinear systems. Advances in Difference Equations, 2013. art. no. 363. pp. 1-8. ISSN 1687-1839; ESSN: 1687-1847 10.1186/1687-1847-2013-363 English
spellingShingle Abedi, Fakhreddin
Leong, Wah June
Chaharborj, Sarkhosh Seddighi
A notion of stability in probability of stochastic nonlinear systems
title A notion of stability in probability of stochastic nonlinear systems
title_full A notion of stability in probability of stochastic nonlinear systems
title_fullStr A notion of stability in probability of stochastic nonlinear systems
title_full_unstemmed A notion of stability in probability of stochastic nonlinear systems
title_short A notion of stability in probability of stochastic nonlinear systems
title_sort notion of stability in probability of stochastic nonlinear systems
url http://psasir.upm.edu.my/id/eprint/30266/1/A%20notion%20of%20stability%20in%20probability%20of%20stochastic%20nonlinear%20systems.pdf
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