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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Detalhes bibliográficos
Autores: Caraballo Garrido, Tomás, Ezzine, Faten, Hammami, Mohamed Ali
Formato: artículo
Estado:Versión publicada
Fecha de publicación:2021
País:España
Recursos:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/130379
Acesso em linha:https://hdl.handle.net/11441/130379
https://doi.org/10.1007/s10665-021-10164-w
Access Level:acceso abierto
Palavra-chave:Decay function
Itô formula
Lyapunov construction
Partial almost sure practical stability
Stochastic systems
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spelling Partial stability analysis of stochastic differential equations with a general decay rateCaraballo Garrido, TomásEzzine, FatenHammami, Mohamed AliDecay functionItô formulaLyapunov constructionPartial almost sure practical stabilityStochastic systemsThis 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.SpringerEcuaciones Diferenciales y Análisis NuméricoFQM314: Análisis Estocástico de Sistemas Diferenciales2021info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfapplication/pdfhttps://hdl.handle.net/11441/130379https://doi.org/10.1007/s10665-021-10164-wreponame:idUS. Depósito de Investigación de la Universidad de Sevillainstname:Universidad de Sevilla (US)InglésJournal of Engineering Mathematics, 130 (4), 1-17.https://doi.org/10.1007/s10665-021-10164-winfo:eu-repo/semantics/openAccessoai:idus.us.es:11441/1303792026-06-17T12:51:07Z
dc.title.none.fl_str_mv Partial stability analysis of stochastic differential equations with a general decay rate
title Partial stability analysis of stochastic differential equations with a general decay rate
spellingShingle Partial stability analysis of stochastic differential equations with a general decay rate
Caraballo Garrido, Tomás
Decay function
Itô formula
Lyapunov construction
Partial almost sure practical stability
Stochastic systems
title_short Partial stability analysis of stochastic differential equations with a general decay rate
title_full Partial stability analysis of stochastic differential equations with a general decay rate
title_fullStr Partial stability analysis of stochastic differential equations with a general decay rate
title_full_unstemmed Partial stability analysis of stochastic differential equations with a general decay rate
title_sort Partial stability analysis of stochastic differential equations with a general decay rate
dc.creator.none.fl_str_mv Caraballo Garrido, Tomás
Ezzine, Faten
Hammami, Mohamed Ali
author Caraballo Garrido, Tomás
author_facet Caraballo Garrido, Tomás
Ezzine, Faten
Hammami, Mohamed Ali
author_role author
author2 Ezzine, Faten
Hammami, Mohamed Ali
author2_role author
author
dc.contributor.none.fl_str_mv Ecuaciones Diferenciales y Análisis Numérico
FQM314: Análisis Estocástico de Sistemas Diferenciales
dc.subject.none.fl_str_mv Decay function
Itô formula
Lyapunov construction
Partial almost sure practical stability
Stochastic systems
topic Decay function
Itô formula
Lyapunov construction
Partial almost sure practical stability
Stochastic systems
description 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.
publishDate 2021
dc.date.none.fl_str_mv 2021
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/11441/130379
https://doi.org/10.1007/s10665-021-10164-w
url https://hdl.handle.net/11441/130379
https://doi.org/10.1007/s10665-021-10164-w
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Journal of Engineering Mathematics, 130 (4), 1-17.
https://doi.org/10.1007/s10665-021-10164-w
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:idUS. Depósito de Investigación de la Universidad de Sevilla
instname:Universidad de Sevilla (US)
instname_str Universidad de Sevilla (US)
reponame_str idUS. Depósito de Investigación de la Universidad de Sevilla
collection idUS. Depósito de Investigación de la Universidad de Sevilla
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,300724

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