Lyapunov's Second Method for Random Dynamical Systems


The method of Lyapunov functions (Lyapunov's second or direct method) was originally developed for studying the stability of a xed point of an autonomous or non-autonomous diierential equation. It was then extended from xed points to sets, from diierential equations to dynamical systems and to stochastic diierential equations. We go one step further and… (More)