The Almost Sure Asymptotic Stability and pth Moment Asymptotic Stability of Nonlinear Stochastic Differential Systems With Polynomial Growth

被引：32
|
作者：
Liu, Lei [1 ,2 ]
Shen, Yi [1 ,2 ]
Jiang, Feng [1 ,2 ]
机构：
[1] Huazhong Univ Sci & Technol, Dept Control Sci & Engn, Wuhan 430074, Peoples R China
[2] Huazhong Univ Sci & Technol, Key Lab, Minist Educ Image Proc & Intelligent Control, Wuhan 430074, Peoples R China
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2011年 / 56卷 / 08期
基金：
美国国家科学基金会; 高等学校博士学科点专项科研基金;
关键词：
Almost sure asymptotic stability; Brownian motion; Ito's formula; polynomial growth; pth moment asymptotic stability; stochastic differential system (SDS); REGIME-SWITCHING DIFFUSIONS; EXPONENTIAL STABILITY; DELAY EQUATIONS; STABILIZATION; THEOREMS;
D O I：
10.1109/TAC.2011.2146970
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This note is concerned with the asymptotic stability analysis for nonlinear stochastic differential systems (SDSs). The systems coefficients are assumed to satisfy local Lipschitz condition and polynomial growth condition. By applying some novel techniques, some easily verifiable conditions are obtained which ensure the almost sure asymptotic stability and pth moment asymptotic stability for such SDSs. We also provide the range of the order. A numerical example is provided to illustrate the effectiveness and the benefits of the proposed result.
引用
收藏
页码：1985 / 1990
页数：6
相关论文
共 50 条
12345