Practical Stability in the $p$th Mean of Stochastic Differential Equations with Discontinuous Coefficients
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@Article{CMR-26-337,
author = {Chen , Xumei and Zou , Yongkui},
title = {Practical Stability in the $p$th Mean of Stochastic Differential Equations with Discontinuous Coefficients},
journal = {Communications in Mathematical Research },
year = {2021},
volume = {26},
number = {4},
pages = {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.
}, issn = {2707-8523}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/cmr/19129.html} }
TY - JOUR
T1 - Practical Stability in the $p$th Mean of Stochastic Differential Equations with Discontinuous Coefficients
AU - Chen , Xumei
AU - Zou , Yongkui
JO - Communications in Mathematical Research
VL - 4
SP - 337
EP - 352
PY - 2021
DA - 2021/05
SN - 26
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/cmr/19129.html
KW - stochastic differential equation, practical stability in the $p$th mean,
Lyapunov-like function.
AB -
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.
XumeiChen & YongkuiZou. (2021). Practical Stability in the $p$th Mean of Stochastic Differential Equations with Discontinuous Coefficients.
Communications in Mathematical Research . 26 (4).
337-352.
doi:
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