A Converse Lyapunov Theorem for Stochastic Finite-time Stability

摘要：

This note studies the problem of stochastic finite-time stability of stochastic nonlinear systems.The stochastic finite-time stability means that systems can reach their equilibria in finite-time with a random meaning.Firstly stochastic settling-time function is presented by some function of system trajectory.Along this its properties are given.Secondly the continuity of settling-time function is analyzed.Lastly Lyapunov and converse Lyapunov theorems are given for stochastic finite-time stability.

作者: LIU Haijun MU Xiaowu

作者单位: Department of Mathematics,Zhengzhou University,Zhengzhou 450052,P.R.China

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）