Stability and Boundedness of Solutions to a Certain Second-Order Nonautonomous Stochastic Differential Equation

This paper focuses on stability and boundedness of certain nonlinear nonautonomous second-order stochastic differential equations. Lyapunov’s second method is employed by constructing a suitable complete Lyapunov function and is used to obtain criteria, on the nonlinear functions, that guarantee stability and boundedness of solutions. Our results are new; in fact, according to our observations from the relevant literature, this is the first attempt on stability and boundedness of solutions of second-order nonlinear nonautonomous stochastic differential equations. Finally, examples together with their numerical simulations are given to authenticate and affirm the correctness of the obtained results.