Asymptotic stability in probability of a square root stochastic process

International audienceIn this paper, we deal with asymptotic stability in probability of a class of stochastic systems, which is described by a stochastic differential equation having a square root on the diffusion part. This type of equations are usually used for the modeling of some systems such as population dynamics. A sufficient condition which ensures the asymptotic stability in probability of this class of systems is given using a Lyapunov approach