NEW STABILITY AND BOUNDEDNESS RESULTS FOR SOLUTIONS OF A CERTAIN THIRD-ORDER NONLINEAR STOCHASTIC DIFFERENTIAL EQUATION

ABOU-EL-ELA, A. M. A. and SADEK, A. I. and MAHMOUD, A. M. and FARGHALY, E. S. (2015) NEW STABILITY AND BOUNDEDNESS RESULTS FOR SOLUTIONS OF A CERTAIN THIRD-ORDER NONLINEAR STOCHASTIC DIFFERENTIAL EQUATION. Asian Journal of Mathematics and Computer Research, 5 (1). pp. 60-70.

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Abstract

In this paper we consider the nonlinear third-order stochastic differential equation (1.1) and use Lyapunov functions to prove the stochastic asymptotic stability of the zero solution when p ≡ 0. When p ̸≡ 0, two results are studied:
(1) The uniform stochastic boundedness of all solutions,
(2) The exponential asymptotic stability in probability of the zero solution.
We obtained the results in a very simple form. In the last section, we give two examples to illustrate our main results of stability and boundedness.

Item Type: Article
Subjects: Institute Archives > Mathematical Science
Depositing User: Managing Editor
Date Deposited: 27 Dec 2023 05:47
Last Modified: 27 Dec 2023 05:47
URI: http://eprint.subtopublish.com/id/eprint/3885

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