Stability of solutions of linear stochastic differential-difference equations with broken trajectories (Q1263881): Difference between revisions

This is a study of stochastic systems of differential-difference equations of the general type: \[ (1)\quad x_ i^{(n_ i)}(t)+\sum^{Q}_{k=1}\sum^{n_ i- 1}_{j=0}\sum^{R}_{r=0}a_{kjri}x_ k^{(j)}(t-\Delta_ r)= \] \[ \sum^{Q}_{k=1}\sum^{n_ i-1}_{j=0}\sum^{R}_{r=0}[x_ k^{(j)}(t-\Delta_ r){\dot \xi}_{kjri}(t)+\int_{{\mathbb{R}}^ 1}f_{jr}(u)b_{kjri}x_ k^{(j)}(t-\Delta_ r){\tilde \nu}\dot {\;}_{jr}(du,dt)]; \] \[ (2)\quad x_ i^{(n_ i)}(0)=0;\quad x_ i^{(n_ i-1)}(0)=1;\quad 1\leq i\leq Q, \] where \(x_ i(t)\in {\mathbb{R}}^ 1\); \(\Delta_ r\geq 0\), \(1\leq r\leq R\), \(\Delta_ 0=0\); \(\{\xi_{kjri}(t)\), \(t\in [0,T]\}\subset {\mathbb{R}}^ 1\) are individually independent processes of the Brownian motion characterized by the diffusion parameters \(\sigma_{kjri}\); and \(\{\nu_{jr}(t,A)\), \(t\in [0,T]\), \(A\in {\mathcal B}\}\subset {\mathbb{R}}^ 1\) are Poisson disturbances. If a determined system has an exponential stabilizing zero solution, then the stochastic system (1)-(2) is asymptotically stable in quadratic average. The problem of automatic stabilization of the vessel route is solved by using Poisson disturbances.