Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, UPM, 43400 Serdang, Selangor, Malaysia
Copyright © 2013 Fakhreddin Abedi and Wah June Leong. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
New results for exponential stability in probability of a composite stochastic control system are established. The main results of this paper enable us to derive sufficient conditions for exponential stability in -th mean and almost sure exponential stability in probability of composite stochastic control system. Two numerical examples are given to illustrate the results.