Finite-time stabilization of stochastic nonlinear systems in strict-feedback form

In this paper, we investigate the problem of almost surely finite-time stabilization of a class of stochastic nonlinear systems. Based on the recently proposed almost surely finite-time stability theorem in Yin, Khoo, Man, and Yu (2011), we prove that, almost surely global finite-time stability of stochastic nonlinear systems in strict-feedback form can be guaranteed by a continuous control law. A systematic design algorithm is developed for the construction of the controller. Simulation results are given to illustrate the theoretical analysis.