Exponential stability of stochastic systems with delay and Poisson jumps

DOI10.1155/2014/903821MaRDI QIDQ1719341zbMATH OpenOpenAlexWikidataFDO

Authors Wenli Zhu, Jiexiang Huang, Zhao Zhao

Publication date 8 February 2019

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/903821

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Review text

Summary: This paper focuses on the model of a class of nonlinear stochastic delay systems with Poisson jumps based on Lyapunov stability theory, stochastic analysis, and inequality technique. The existence and uniqueness of the adapted solution to such systems are proved by applying the fixed point theorem. By constructing a Lyapunov function and using Doob's martingale inequality and Borel-Cantelli lemma, sufficient conditions are given to establish the exponential stability in the mean square of such systems, and we prove that the exponentially stable in the mean square of such systems implies the almost surely exponentially stable. The obtained results show that if stochastic systems is exponentially stable and the time delay is sufficiently small, then the corresponding stochastic delay systems with Poisson jumps will remain exponentially stable, and time delay upper limit is solved by using the obtained results when the system is exponentially stable, and they are more easily verified and applied in practice.

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Cited in

(12)

• The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump
• Exponential stability of stochastic differential equation with mixed delay
• Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps
• Delay-dependent stability analysis of stochastic time-delay systems involving Poisson process
• scientific article; zbMATH DE number 1833793 (Why is no real title available?)
• Stability of exponential Euler method for stochastic systems under Poisson white noise excitations
• Existence and Stability Results for Stochastic Fractional Delay Differential Equations with Gaussian Noise
• Exponential stability of nonlinear fractional stochastic system with Poisson jumps
• Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise
• Delay‐dependent stability analysis and stabilization of stochastic time‐delay systems governed by the Poisson process and Brownian motion
• Stability analysis of highly nonlinear hybrid stochastic systems with Poisson jump
• Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump

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