Global stabilization of stochastic nonlinear systems
Abstract
We consider stochastic nonaffine nonlinear control systems dxt=f(xt,u) dt+g(xt,u) dωt, ω being a standard Wiener process, for which we give a sufficient condition for global stabilization by a bounded smooth state feedback which is explicitly given. This condition generalizes the well known Jurdjevic-Quinn result (1978) for deterministic affine control systems
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