STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE (Q3069751)

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STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE
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    STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE (English)
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    19 January 2011
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    stochastic differential equation
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    Lévy noise
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    Poisson random measure
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    Brownian motion
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    Lévy process
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    CGMY process
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    almost sure asymptotic stability
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    Lyapunov exponent
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    stabilization
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    destabilization
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