Stochastic versions of the LaSalle theorem

被引：208

作者：

Mao, XR ^{[1
]}

机构：

[1] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland

来源：

JOURNAL OF DIFFERENTIAL EQUATIONS | 1999年 / 153卷 / 01期

关键词：

Lyapunov function; LaSalle's theorem; supermartingale convergence theorem; Ito's formula;

D O I：

10.1006/jdeq.1998.3552

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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. (C) 1999 Academic Press.

引用

页码：175 / 195

页数：21

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