In order to research the stability of stochastic differential equations,the two-step Runge-Kutta methods for solving these equations are presented, and the mean square stability and exponential stability conditions of the methods are discussed.

Based on the two types of test equations of stochastic differential equations, additive noise and multiplicative noise, the stability of Milstein numerical scheme for autonomous scalar stochastic differential equations such as the mean square stability, A stability and T stability was studied.

In this paper,we study the mean square stability of stochastic system.

In this paper, mean-square stability and feedback stabilization of delay stochastic systems of Ito type are investigated.

In this paper, we discuss various stability in mean square of large-scaledynamical systems described by stochastic differential equations of neutral-type,using the method of lumped iteration.

Robust mean square exponential stability of uncertain stochastic systems with time-varying delay

In this paper, based the epxonential stability performance index, we constructed new eqaul performance indexes, and pre- sented finite and infinite horizon stochastic optimal controllers, and discussed the systems mean square exponential stability and al- most surely exponential stability.

Furthermore,based on a differential difference inequality,some new sufficient conditions are given for the mean square exponential stability,and the effectiveness is proved via simulation example.

The definitions of interval grey stochastic linear systems and their mean-square robust stability are firstly proposed.

Both reachability and mean square asymptotic stability of sliding modes constructed in the present paper are proved.