1. Mean square exponentially convergence for semi-linear stochastic differential equations.
- Author
-
Yousif, Vian Q. and Zaboon, Radhi A.
- Subjects
- *
STOCHASTIC convergence , *MATHEMATICAL proofs , *STOCHASTIC systems , *STOCHASTIC processes , *EXPONENTIAL stability , *EULER method , *STOCHASTIC differential equations , *QUADRATIC differentials - Abstract
In this paper, the mean square exponential convergence of semi-linear stochastic differential equations is proved by using quadratic Lyapunov function approach with stochastic process. Many theoretical rustles for convergence and mean square exponential convergence as well as mean square exponential stability of different stochastic differential systems using the necessary mathematical conditions have been proposed and supported with mathematical proofs and illustration. The presented approach provides a sufficient condition for stability of some classes of stochastic differential equations. The quadratic types of Lyapunov function gives an effective technique to ensure stable qualitative behavior to stochastic differential system in the present of system random uncertainty corresponding to Brownian motion perturbation. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF