SIAM Journal on Control and Optimization, Vol.33, No.4, 1151-1169, 1995
Lyapunov-Like Techniques for Stochastic Stability
The purpose of this paper is to study the stabilizability problem for control stochastic nonlinear systems driven by a Wiener process. Sufficient conditions for the existence of stabilizing feedback laws that are smooth, except possibly at the equilibrium point of the system, are provided by means of stochastic Lyapunov-like techniques. The notion of dynamic asymptotic stability in probability of control stochastic differential systems is introduced and the stabilization by means of dynamic controllers is studied.