ABSTRACT
Stochastic differential equations of Itô’s kind are a suitable model for the study of nonlinear dynamic systems subject to random disturbances, for example, marine vehicles in the presence of wave forcing. For Itô stochastic systems, Khas’minskiˇı [8] and others have developed Lyapunov techniques for stability analysis of these systems. Since the mid-1990s this class of systems has been a fertile ground for feedback design, particularly for stabilization [1,2], stochastic disturbance attenuation [3], and adaptive control [3].
