THE GLOBAL ASYMPTOTICAL STABILITY OF SOLUTION OF IT RANDOM DIFFERENTIAL EQUATION
Yu Zhang · Chinese Annals of Mathematics,series A · 1980
In this paper we discuss the stability and global asymptotical stability of the solution of It random differential equation hereξ_0 is a bounded random vector. Sufflcient conditions for the existence of the two typical stability are given. These conditions are natural extension of Lyapunov function in deterministic system. Our results extend some results due to Friedman and pinsky (see [1]).We suggest an opinion about definition of asymptotical stability of solution of the following It random differential equation where x_0 is a point of n-dimensional Euclidian space.