Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching

DOI10.1016/j.jmaa.2012.10.062zbMath1260.93171OpenAlexW2039296104MaRDI QIDQ1941102

Yanyan Li

Publication date: 11 March 2013

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.10.062

zbMATH Keywords

stabilizabilityalmost sure instabilityalmost sure stabilitydestabilizabilityorder-preserving couplingswitching jump diffusion

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15) Diffusion processes (60J60)

Related Items (12)

Variational formula for the stability of regime-switching diffusion processes ⋮ Large deviations for invariant measures of stochastic differential equations with jumps ⋮ Stability of numerical methods for jump diffusions and Markovian switching jump diffusions ⋮ Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation ⋮ \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise ⋮ pth moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set ⋮ Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions ⋮ Existence, uniqueness, and almost sure exponential stability of solutions to nonlinear stochastic system with Markovian switching and Lévy noises ⋮ Large deviations for multi-scale regime-switching jump diffusion systems ⋮ Large deviations for empirical measures of switching diffusion processes with small parameters

This page was built for publication: Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching