Journal of the Ramanujan Mathematical Society

Allanus H. Tsoi ¹, Bo Zhang ¹

Affiliations
1 Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, HK

Abstract

The concept of weak exponential stability of stochastic differential equations has been introduced in [14]. In this paper, we discuss the existence of a Lyapunov function related to weak exponential stability in mean. We then study the stabilization of a class of controlled stochastic systems.

Keywords

Weakly Exponential Stability, Stochastic Differential Systems, Controllability.

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