The subject of stability theory for nonlinear control systems by method of Lyapunov has been studied considerably for many years and one of its branches, the stochastic form of this systems has been investigated by a number of researchers. Lyapunov method that originally developed for deterministic systems has been extended to stochastic systems. The stochastic version of the Lyapunov theorem obtains necessary and sufficient conditions for the stability of stochastic control systems at their equilibrium state. Although the stabilization of stochastic control systems by the method of Lyapunov...
The subject of stability theory for nonlinear control systems by method of Lyapunov has been studied considerably for many years and one of its branch...