@inproceedings{6baa2d9023644e388860ae8f1f27b025,
title = "Local Lyapunov functions for nonlinear stochastic differential equations by linearization",
abstract = "We present a rigid estimate of the domain, on which a Lyapunov function for the linearization of a nonlinear stochastic differential equation is a Lyapunov function for the original system. By using this estimate the demanding task of computing a lower bound on the γ-basin of attraction for a nonlinear stochastic systems is greatly simplified and the application of a resent numerical method for the same purpose facilitated.",
keywords = "Asymptotic Stability in Probability, Linearization, Lyapunov Function, Stochastic Differential Equation",
author = "Hj{\"o}rtur Bj{\"o}rnsson and Peter Giesl and Skuli Gudmundsson and Sigurdur Hafstein",
note = "Publisher Copyright: Copyright {\textcopyright} 2018 by SCITEPRESS – Science and Technology Publications, Lda. All rights reserved; 15th International Conference on Informatics in Control, Automation and Robotics, ICINCO 2018 ; Conference date: 29-07-2018 Through 31-07-2018",
year = "2018",
doi = "10.5220/0006944505790586",
language = "English",
series = "ICINCO 2018 - Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics",
publisher = "SciTePress",
pages = "579--586",
editor = "Kurosh Madani and Oleg Gusikhin",
booktitle = "ICINCO 2018 - Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics",
}