A stochastic Jurdjevic-Quinn theorem for the stabilization of nonlinear stochastic differential systems

被引：5
|
作者：
Florchinger, P
机构：
[1] F 57160 Moulins les Metz
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 2001年 / 19卷 / 03期
关键词：
stochastic differential system; asymptotic stability in probability; Lyapunov theorem; La Salle's invariance principle;
D O I：
10.1081/SAP-100002024
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The purpose of this paper is to state sufficient conditions for the existence of stabilizing state feedback laws for nonlinear stochastic differential systems. This result extends to the stochastic context the well-known theorem of Jurdjevic-Quinn [5] and generalizes previous results on the stabilization of stochastic differential systems.
引用
收藏
页码：473 / 480
页数：8
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