most citedA Contraction Theory Approach to Stochastic Incremental Stability

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math.OC2007★ 2 cited

A Contraction Theory Approach to Stochastic Incremental Stability

Q. -C. Pham, N. Tabareau, J. -J. Slotine

We investigate the incremental stability properties of Itô stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides…