LaSalle's Theorem for Stochastic Differential Equations
LaSalle's Theorem for Stochastic Differential Equations
Author：Huang Qingdao,Tian Ping,Wang Guoming Journal：Northeastern Mathematical Journal Date：2003(4)
Keywords LaSalle's theorem,Lyapunov function,Ito's formula
Abstract
In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work.
Attachment
