| Issue |
ESAIM: COCV
Volume 26, 2020
|
|
|---|---|---|
| Article Number | 105 | |
| Number of page(s) | 23 | |
| DOI | https://doi.org/10.1051/cocv/2020037 | |
| Published online | 10 December 2020 | |
Time-domain boundedness of noise-to-state exponentially stable systems*
School of Mathematical Sciences, Zhejiang University,
Hangzhou
310027, P.R. China.
** Corresponding author: gaochou@zju.edu.cn
Received:
11
November
2019
Accepted:
22
June
2020
In this paper we prove the time-domain boundedness for noise-to-state exponentially stable systems, and further make an estimation of its lower bound function, which allows to answer the question that how long the solution of a stochastic noise-to-state exponentially stable system stays in the domain of attraction and what happens with it if it escapes from this region for a while. The results will complement the probability-domain boundedness of noise-to-state exponentially stable systems, and provide a new insight into noise-to-state exponential stability.
Mathematics Subject Classification: 93E15 / 60H10
Key words: Noise-to-state exponential stability / stochastic differential equation / persistent noise / loop / time-domain boundedness
© EDP Sciences, SMAI 2020
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