Stability and Boundedness of Solutions to a Certain Second-Order Nonautonomous Stochastic Differential Equation

A. T. Ademola, S. Moyo, B. S. Ogundare, M. O. Ogundiran and O. A. Adesina

International Journal of Analysis, 2016, vol. 2016, 1-11

Abstract:

This paper focuses on stability and boundedness of certain nonlinear nonautonomous second-order stochastic differential equations. Lyapunov’s second method is employed by constructing a suitable complete Lyapunov function and is used to obtain criteria, on the nonlinear functions, that guarantee stability and boundedness of solutions. Our results are new; in fact, according to our observations from the relevant literature, this is the first attempt on stability and boundedness of solutions of second-order nonlinear nonautonomous stochastic differential equations. Finally, examples together with their numerical simulations are given to authenticate and affirm the correctness of the obtained results.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:ijanal:2012315

DOI: 10.1155/2016/2012315

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