# Abstract:

This paper addresses the problem of global finite-time stabilization by dynamic state feedback for a class of stochastic nonlinear systems. Firstly, we show a dynamic state transformation, under which the original system is transformed into a new system. Then, a state feedback controller with a dynamic gain is designed for the new system. It is shown that global finite-time stabilization in probability for a class of stochastic nonlinear system under linear growth condition can be guaranteed by appropriately choosing design parameters. Finally, a simulation example is provided to demonstrate the effectiveness of the proposed design scheme.

# Keywords:

stochastic nonlinear systems, dynamic state transformation, finite-time stabilization

93E12, 62A10

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