E. Stabilization and . Observer, BFe) <2f<'llcll llell If we choose p such that 0 < P < fi rn oÙ@,e)is negativedefiniteon R'x IR' and so theorem 3 is proved 7.1. Stochastic stability Denote by (ft)r>o the complete right-continuous fi

. Furthermore, for any s ) 0 and c ? lR', denote by *î'', s 1t, the solution at time t of equation, ) starting form the state x at time s

. Then, the main notions of stochastic stability we a,re dealing with in this paper may be defined by Definition 7.1.1 The solution t1 z 0 of the stochastic ilifferential equation (7.1) is saiil to be stable in probability il for any I )-0 anil e ) 0

. Moreoaer, if for any s ) 0, l,rq P (,$_ lrî

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