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On a universal formula for the stabilization of control stochastic nonlinear systems 

Authors: R. Chabour a; M. Oumoun a
Affiliation:   a Universiteacute de Metz, Metz, France
DOI: 10.1080/07362999908809606
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 17, Issue 3 1999 , pages 359 - 368
Formats available: PDF (English)
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Abstract

This paper presents an explicit formula for a stabilizing feedback law for control stochastic differential equations. This result extends Artstein's theorem to nonlinear control systems corrupted by noise
Keywords: Artstein's Theorem; Nonlinear Stochastic Systems; Feedback Law; Stochastic Stability
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