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New results on universal formulas for the stabilization of stochastic differential systems 

Author: Patrick Florchinger a
Affiliation:   a Universiteacute de Metz Deacutepartement de Matheacutematiques IIe du Saulcy, UFR MIM, METZ, Cedex, France
DOI: 10.1080/07362999808809530
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 16, Issue 2 1998 , pages 233 - 240
Formats available: PDF (English)
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Abstract

The aim of this paper is to compute explict formulas for stabilizing feedback laws for nonlinear stochastic differential system for which a control Lapuov function is know The stochastic artstein theorem established previously is extended to deal with control value sets with special forms.
Keywords: Asymptotic stability in probability; Stochastic differential equation; Control Lyapunov function; Feedback law
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