Output-feedback stochastic nonlinear stabilization

We present the first result on global output-feedback stabilization (in probability) for stochastic nonlinear continuous-time systems. The class of systems that we consider is a stochastic counterpart of the broadest class of deterministic systems for which globally stabilizing controllers are currently available. Our controllers are "inverse optimal" and possess an infinite gain margin. The reader of the paper needs no prior familiarity with techniques of stochastic control.