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Stochastic Lyapunov method

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Abstract

This paper is devoted to stability properties of solutions to stochastic differential equations obtained by a stochastic Lyapunov method.

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Authors and Affiliations

  1. Université de Paris-Dauphine, Ceremade, 75775, Paris, France

    Jean-Pierre Aubin

  2. Scuola Normale di Pisa, Piazza dei Cavalieri, 56126, Pisa, Italia

    Giuseppe Da Prato

Authors
  1. Jean-Pierre Aubin
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  2. Giuseppe Da Prato
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Aubin, JP., Da Prato, G. Stochastic Lyapunov method. NoDEA 2, 511–525 (1995). https://doi.org/10.1007/BF01210621

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  • DOI: https://doi.org/10.1007/BF01210621

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