Applied Lyapunov Stability for Some Nonlinear Stochastic Differential Equations
In this paper, we applied and explain the stability to some linear and non-linear stochastic differential equations by using the Lyapunov direct second method, after finding the stochastic differential equation which obtained by applying the (Ito-integrated formula) and the quadratic Lyapunov fun...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Tikrit University
2023-10-01
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| Series: | Tikrit Journal of Pure Science |
| Subjects: | |
| Online Access: | https://tjpsj.org/index.php/tjps/article/view/1586 |
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| Summary: | In this paper, we applied and explain the stability to some linear and non-linear stochastic differential equations by using the Lyapunov direct second method, after finding the stochastic differential equation which obtained by applying the (Ito-integrated formula) and the quadratic Lyapunov function be taken, we use the Lyapunov theorems to find and explain if the trivial (zero) solution are stochastically stabile (p-stable, mean square stable and stochastically asymptotically stable in the large ), then we explain the methods by some examples.
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| ISSN: | 1813-1662 2415-1726 |