Abstract

The notion of parametric Lyapunov function is introduced for Markov dynamic systems. The existence of a function of this kind is shown to be a necessary and sufficient condition for the strong stochastic stability of an equilibrium. In terms of parametric Lyapunov functions, a sufficient criterion is proved for asymptotic strong stochastic stability in the case of Feller Markov chains. Some examples are given showing the efficiency of the method proposed.

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