Scientiae Mathematicae Japonicae
Online ISSN : 1346-0447
A SURVEY ON STABILITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS
in memory of Luigi M. Ricciardi, dear colleague and friend
FRANCESCA VISENTIN
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Keywords: Stochastic equations, stability in probability, Lyapunov method
JOURNAL FREE ACCESS

2013 Volume 76 Issue 1 Pages 147-152

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Abstract
This article presents a brief survey on the use of Lyapunov method for stochastic differential equations. Sufficient conditions extending Lyapunov theory for ordinary differential equations to stochastic stability in probability are given.
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© 2013 International Society for Mathematical Sciences
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