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A STOCHASTIC JURDJEVIC-QUINN THEOREM FOR THE STABILIZATION OF NONLINEAR STOCHASTIC DIFFERENTIAL SYSTEMS 

Author: Patrick Florchinger
DOI: 10.1081/SAP-100002024
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 19, Issue 3 March 2001 , pages 473 - 480
Formats available: HTML (English) : PDF (English)
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Abstract

The purpose of this paper is to state sufficient conditions for the existence of stabilizing state feedback laws for nonlinear stochastic differential systems.

This result extends to the stochastic context the well-known theorem of Jurdjevic-Quinn [5] and generalizes previous results on the stabilization of stochastic differential systems.
Keywords: Stochastic differential system; Asymptotic stability in probability; Lyapunov theorem; La Salle's invariance principle
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