Lyapunov Function to Study the Stability of a Solution for Harmonic Stochastic Differential Equations

Volume 30, Issue 2
Autumn 2025
Pages 228-234
Abstract
The stability of a Lyapunov function-based harmonic stochastic differential equation solution was investigated in this work. Two distinct first-order nonlinear (harmonic) stochastic differential equations were subjected to the aforementioned technique. In addition to being simple to find compared to previously established methods, our concept of studying the stability of the quadratic expectation convergent to the zero solution for harmonic stochastic differential equations can be applied to a wide range of applied problems, as demonstrated by our study of two examples. We came to the conclusion that, unlike other approaches, this one does not require an accurate solution to stochastic differential equations.

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