Partial stability analysis of stochastic differential equations with a general decay rate

Partial stability analysis of stochastic differential equations with a general decay rate

This paper is concerned with the almost sure partial practical stability of stochastic differential equations with general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functions. Finally, we provide a numerical example to demonstrate the eff...

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Veröffentlicht in:Journal of engineering mathematics 2021-10, Vol.130 (1), Article 4
Hauptverfasser: Caraballo, Tomás, Ezzine, Faten, Hammami, Mohamed Ali
Format: Artikel
Sprache:eng
Schlagworte:
Applications of Mathematics
Computational Mathematics and Numerical Analysis
Decay rate
Differential equations
Engineering
Engineering, Multidisciplinary
Liapunov functions
Mathematical analysis
Mathematical and Computational Engineering
Mathematical Modeling and Industrial Mathematics
Mathematics
Mathematics and Statistics
Mathematics, Interdisciplinary Applications
Partial stability
Physical Sciences
Random/Stochastic Differential Equations in Engineering Problems
Science & Technology
Stability analysis
Technology
Theoretical and Applied Mechanics
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Zusammenfassung:This paper is concerned with the almost sure partial practical stability of stochastic differential equations with general decay rate. We establish some sufficient conditions based upon the construction of appropriate Lyapunov functions. Finally, we provide a numerical example to demonstrate the efficiency of the obtained results.
ISSN:0022-0833
1573-2703
DOI:10.1007/s10665-021-10164-w