2015 Volume 8 Issue 2 Pages 181-187
This paper is concerned with stochastic bounded stability for a general class of nonlinear stochastic systems. The bounded stability concept considered here is such that for a given bounded region and realization probability, sample paths remain bounded in the assigned region with the assigned probability. The authors provide a sufficient condition for the proposed bounded stability to be satisfied based on a Lyapunov-like function. The proposed result is applicable to a system with non-vanishing noise at a target point, which the conventional stochastic stability concepts do not deal with.