A Jurdjevic-Quinn theorem for stochastic differential systems under weak conditions

Abstract

Abstract The purpose of this paper is to provide sufficient conditions for the stabilizability of weak solutions of stochastic differential systems when both the drift and diffusion are affine in the control. This result extends the well–known theorem of Jurdjevic– Quinn (Jurdjevic and Quinn, 1978) to stochastic differential systems under weaker conditions on the system coefficients than those assumed in Florchinger (2002).