Exponential mean square stability of stochastically forced invariant manifolds for nonlinear SDEs / Ryashko L. B. // STOCHASTICS AND DYNAMICS. - 2007. - V. 7, l. 3. - P. 389-401.

ISSN/EISSN:

0219-4937 / нет данных

Type:

Article

Abstract:

An exponential mean square stability for the invariant manifold M of a nonlinear stochastic system is considered. The stability analysis is based on the M-quadratic Lyapunov function technique. The local dynamics of the nonlinear system near manifold is described by the stochastic linear extension system. We propose a general notion of the projective stability (P-stability) and prove the following theorem. The smooth compact manifold M is exponentially mean square stable if and only if the corresponding stochastic linear extension system is P-stable.

Author keywords:

stability; invariant manifolds; stochastic systems

DOI:

10.1142/S0219493707002098

Web of Science ID:

ISI:000251284600006

Соавторы в МНС:

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Другие поля

Поле	Значение
Month	SEP
Publisher	WORLD SCIENTIFIC PUBL CO PTE LTD
Address	5 TOH TUCK LINK, SINGAPORE 596224, SINGAPORE
Language	English
Research-Areas	Mathematics
Web-of-Science-Categories	Statistics \& Probability
Number-of-Cited-References	14
Journal-ISO	Stoch. Dyn.
Doc-Delivery-Number	236EA