Practical Stability in the $p$th Mean of Stochastic Differential Equations with Discontinuous Coefficients

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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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stochastic differential equation practical stability in the $p$th mean Lyapunov-like function.
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Practical Stability in the $p$th Mean of Stochastic Differential Equations with Discontinuous Coefficients. (2021). Communications in Mathematical Research, 26(4), 337-352. https://global-sci.com/index.php/cmr/article/view/8670