Lyapunov's Second Method for Stochastic Diierential Equations
نویسنده
چکیده
This paper reviews the uses of Lyapunov's second method in the study of various properties of stochastic diierential equations. The paper emphasises the new ideas and approaches developed recently.
منابع مشابه
Lyapunov's Second Method for Random Dynamical Systems
The method of Lyapunov functions (Lyapunov's second or direct method) was originally developed for studying the stability of a xed point of an autonomous or non-autonomous diierential equation. It was then extended from xed points to sets, from diierential equations to dynamical systems and to stochastic diierential equations. We go one step further and develop Lyapunov's second method for rand...
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تاریخ انتشار 2007