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The Mean Stability Criteria in terms of Two Measures for Stochastic Differential Equations with Coefficient’s Uncertainty

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  • Rui Zhang
  • Yinjing Guo
  • Xiangrong Wang
  • Xueqing Zhang

Abstract

This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô’s systems. Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient’s uncertainty.

Suggested Citation

  • Rui Zhang & Yinjing Guo & Xiangrong Wang & Xueqing Zhang, 2015. "The Mean Stability Criteria in terms of Two Measures for Stochastic Differential Equations with Coefficient’s Uncertainty," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-7, October.
    • Handle: RePEc:hin:jnlmpe:348235
    DOI: 10.1155/2015/348235
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