Practical Stability in the $p$th Mean of Stochastic Differential Equations with Discontinuous Coefficients
Year: 2010
Author: Xumei Chen, Yongkui Zou
Communications in Mathematical Research , Vol. 26 (2010), Iss. 4 : pp. 337–352
Abstract
In this paper, we give sufficient conditions to analyze the practical stability in the $p$th mean of stochastic differential equations with discontinuous coefficients. The Lyapunov-like function plays an important role in analysis. Some numerical computations are carried out to illustrate the theoretical results.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2010-CMR-19129
Communications in Mathematical Research , Vol. 26 (2010), Iss. 4 : pp. 337–352
Published online: 2010-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 16
Keywords: stochastic differential equation practical stability in the $p$th mean Lyapunov-like function.