Preferred Language
Articles
/
ijs-8634
Mean Square Exponential Stability of Semi-Linear Stochastic Perturbed Differential Equation Via Lyapunov Function Approach
...Show More Authors

    In this work, a class of stochastically perturbed differential systems with standard Brownian motion of ordinary unperturbed differential system is considered and studied. The necessary conditions for the existence of a unique solution of the stochastic perturbed semi-linear system of differential equations are suggested and supported by concluding remarks. Some theoretical results concerning the mean square exponential stability of the nominal unperturbed deterministic differential system and its equivalent stochastically perturbed system with the deterministic and stochastic process as a random noise have been stated and proved. The proofs of the obtained results are based on using the stochastic quadratic Lyapunov function method. Form an application point of view of the proposed approach, an illustrative example is considered and implemented.

Crossref
View Publication Preview PDF
Quick Preview PDF
Publication Date
Mon Nov 01 2010
Journal Name
Al-nahrain Journal Of Science
Chemical Elements Diffusion in the Solar Interior
...Show More Authors