Avtomat. i Telemekh., 2019, Issue 5, Pages 86–98
On the partial stability in probability of nonlinear stochastic systems
V. I. Vorotnikova, Yu. G. Martyshenkob
a Ural Federal University, Yekaterinburg, Russia
b Gubkin Russian State University of Oil and Gas (National Research University), Moscow, Russia
A general class of the nonlinear time-varying systems of Itô stochastic differential equations is considered. Two problems on the partial stability in probability are studied as follows: 1) the stability with respect to a given part of the variables of the trivial equilibrium; 2) the stability with respect to a given part of the variables of the partial equilibrium. The stochastic Lyapunov functions-based conditions of the partial stability in probability are established. In addition to the main Lyapunov function, an auxiliary (generally speaking, vector-valued) function is introduced for correcting the domain in which the main Lyapunov function is constructed. A comparison with the well-known results on the partial stability of the systems of stochastic differential equations is given. An example that well illustrates the peculiarities of the suggested approach is described. Also a possible unified approach to analyze the partial stability of the time-invariant and time-varying systems of stochastic differential equations is discussed.
systems of Itô, stochastic differential equations, partial stability in probability, the method of Lyapunov functions.
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Automation and Remote Control, 2019, 80:5, 856–866
Presented by the member of Editorial Board: M. M. Khrustalev
V. I. Vorotnikov, Yu. G. Martyshenko, “On the partial stability in probability of nonlinear stochastic systems”, Avtomat. i Telemekh., 2019, no. 5, 86–98; Autom. Remote Control, 80:5 (2019), 856–866
Citation in format AMSBIB
\by V.~I.~Vorotnikov, Yu.~G.~Martyshenko
\paper On the partial stability in probability of nonlinear stochastic systems
\jour Avtomat. i Telemekh.
\jour Autom. Remote Control
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