Boundedness and exponential stability of highly nonlinear stochastic differential equations

Abstract

In this article we consider nonlinear stochastic differential systems and use Lyapunov functions to study the boundedness and exponential asymptotic stability of solutions. We provide several examples in which we consider stochastic systems with unbounded terms.

Keywords

• Boundedness
• exponential stability
• Lyapunov function
• stochastic differential equation