Stability analysis of stochastic delay differential equations with Lévy noise

DOI10.1016/j.sysconle.2018.05.015zbMath1402.93260OpenAlexW2811259241MaRDI QIDQ1624901

Quanxin Zhu

Publication date: 16 November 2018

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2018.05.015

zbMATH Keywords

neural networktime-varying delaystochastic delay differential equationLévy noise\(p\)th moment exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Learning and adaptive systems in artificial intelligence (68T05) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (only showing first 100 items - show all)

Exponential input-to-state stability for neutral stochastic delay differential equations with Lévy noise and Markovian switching ⋮ Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise ⋮ Boundedness analysis of stochastic distributed delay-coupled systems on networks driven by G -Brownian motion ⋮ Stability analysis of highly nonlinear hybrid stochastic systems with Poisson jump ⋮ Threshold dynamics and probability density functions of a stochastic predator-prey model with general distributed delay ⋮ Ultimate boundedness of impulsive stochastic delay differential equations with delayed impulses ⋮ Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique ⋮ Almost surely stability of delay hybrid stochastic system driven by Lévy noise ⋮ On exponential stability in \(p\)th moment of neutral Markov switched stochastic time-delay systems ⋮ The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise ⋮ Fixed-time stabilization of IT-2 T-S fuzzy control systems with discontinuous interconnections: indefinite derivative Lyapunov method ⋮ Practical exponential stability of stochastic age-dependent capital system with Lévy noise ⋮ Solvability and optimal controls of non-instantaneous impulsive stochastic neutral integro-differential equation driven by fractional Brownian motion ⋮ Asymptotic behavior of solutions of third-order neutral differential equations with discrete and distributed delay ⋮ New stability theorems of uncertain differential equations with time-dependent delay ⋮ Boundedness analysis of non-autonomous stochastic differential systems with Lévy noise and mixed delays ⋮ Geometric approximations to transition densities of jump-type Markov processes ⋮ New criteria on exponential stability of impulsive stochastic delayed differential systems with infinite delays ⋮ The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump ⋮ Stabilization of stochastic highly non-linear multi-links systems via aperiodically intermittent control ⋮ Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise ⋮ Output-feedback control for stochastic impulsive systems under round-robin protocol ⋮ Stabilization of stochastic coupled systems with Lévy noise and regime switching diffusions via intermittent control with a time delay ⋮ Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation ⋮ Stationary distribution for stochastic coupled systems with regime switching and feedback control ⋮ Dynamic threshold probe of stochastic SIR model with saturated incidence rate and saturated treatment function ⋮ Progressive dynamics of a stochastic epidemic model with logistic growth and saturated treatment ⋮ Stability analysis of stochastic delayed complex networks with multi-weights based on Razumikhin technique and graph theory ⋮ Lagrange stability for uncertain memristive neural networks with Lévy noise and leakage delay ⋮ Long-time behavior and density function of a stochastic chemostat model with degenerate diffusion ⋮ Ergodic property, extinction and density function of a stochastic SIR epidemic model with nonlinear incidence and general stochastic perturbations ⋮ Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control ⋮ Approximate controllability for degenerate heat equation with bilinear control ⋮ \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching ⋮ Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay ⋮ Ergodic stationary distribution and extinction of a stochastic SIRS epidemic model with logistic growth and nonlinear incidence ⋮ Boundedness theorems of stochastic differential systems with Lévy noise ⋮ Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications ⋮ Fully complex conjugate gradient-based neural networks using Wirtinger calculus framework: deterministic convergence and its application ⋮ Distributed bearing-based formation control of networked thrust-propelled vehicles ⋮ Global stabilization via output feedback of stochastic nonlinear time‐delay systems with time‐varying measurement error: A Lyapunov–Razumikhin approach ⋮ Fixed‐time synchronization for discontinuous delayed complex‐valued networks with semi‐Markovian switching and hybrid couplings via adaptive control ⋮ Synchronization for stochastic coupled networks with Lévy noise via event-triggered control ⋮ Adaptive event‐triggered control of pure‐feedback systems with quantized input and unknown input delay ⋮ Global stabilization of stochastic feedforward low‐order nonlinear systems with time delays and unknown control directions ⋮ Analysis of neutral stochastic fractional differential equations involving Riemann-Liouville fractional derivative with retarded and advanced arguments ⋮ Mean‐square strong stability and stabilization of discrete‐time stochastic systems with multiplicative noises ⋮ Exponential ultimate boundedness and stability of impulsive stochastic functional differential equations ⋮ Stabilization of highly nonlinear hybrid systems driven by Lévy noise and delay feedback control based on discrete-time state observations ⋮ The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching ⋮ Qualitative analysis of stochastically perturbed SIRS epidemic model with two viruses ⋮ New controllability results of fractional nonlocal semilinear evolution systems with finite delay ⋮ Stationary distribution and ergodicity of a stochastic cholera model with multiple pathways of transmission ⋮ Stability analysis of impulsive stochastic functional differential equations ⋮ Unnamed Item ⋮ Almost sure exponential stabilization and suppression by periodically intermittent stochastic perturbation with jumps ⋮ Stationary distribution of stochastic Markov jump coupled systems based on graph theory ⋮ Robust delay-dependent stability of uncertain inertial neural networks with impulsive effects and distributed-delay ⋮ Asymptotic stability analysis and model reduction for spatially interconnected time-delay systems ⋮ A new stability criterion for neutral stochastic delay differential equations with Markovian switching ⋮ Stochastically globally exponential stability of stochastic impulsive differential systems with discrete and infinite distributed delays based on vector Lyapunov function ⋮ Stochastic control of drill-heads driven by Lévy processes ⋮ Stochastic input-to-state stability of random impulsive nonlinear systems ⋮ Stability in mean for uncertain delay differential equations based on new Lipschitz conditions ⋮ Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises ⋮ Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems ⋮ Repetitive control for nonlinear systems: an actuator-focussed design method ⋮ Unnamed Item ⋮ Mean-square stability of stochastic system with Markov jump and Lévy noise via adaptive control ⋮ Two parallel heterogeneous servers Markovian inventory system with modified and delayed working vacations ⋮ Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks ⋮ On the system of coupled nondegenerate Kirchhoff equations with distributed delay: global existence and exponential decay ⋮ Robust analysis of discounted Markov decision processes with uncertain transition probabilities ⋮ Disturbance-observer-based control for semi-Markovian jump systems with generally uncertain transition rate and saturation nonlinearity ⋮ Reliable asynchronous sampled-data filtering of T-S fuzzy uncertain delayed neural networks with stochastic switched topologies ⋮ New results for sampled-data control of interval type-2 fuzzy nonlinear systems ⋮ Cyclostationary impulsive noise mitigation algorithm for narrowband powerline communications ⋮ Universal output feedback adaptive control with uncertain nonlinearity and unknown high‐frequency gain sign: A new design ⋮ Global exponential synchronization of quaternion-valued memristive neural networks with time delays ⋮ Exponential stability for time-changed stochastic differential equations ⋮ Global robust stabilization for nonholonomic systems with dynamic uncertainties ⋮ On the stochastic linear quadratic control problem with piecewise constant admissible controls ⋮ Stability analysis for discrete-time stochastic fuzzy neural networks with mixed delays ⋮ Fixed-time stabilization of fuzzy neutral-type inertial neural networks with time-varying delay ⋮ Epidemic SIS model in air-polluted environment ⋮ Stationary distribution and extinction of a stochastic model of syphilis transmission in an MSM population with telegraph noises ⋮ Robust analysis of discrete time noises for stochastic systems and application in neural networks ⋮ On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales ⋮ Further stability analysis of neutral-type Cohen-Grossberg neural networks with multiple delays ⋮ Stabilization by variable-delay feedback control for highly nonlinear hybrid stochastic differential delay equations ⋮ Stochastic epidemic dynamics based on the association between susceptible and recovered individuals ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump ⋮ The threshold of stochastic Gilpin-Ayala model subject to general Lévy jumps ⋮ Stochastic synchronization of semi-Markovian jump chaotic Lur'e systems with packet dropouts subject to multiple sampling periods ⋮ Boundedness analysis of stochastic delay differential equations with Lévy noise ⋮ Stability of stochastic nonlinear delay systems with delayed impulses ⋮ Backstepping-based decentralized bounded-\(H_\infty\) adaptive neural control for a class of large-scale stochastic nonlinear systems ⋮ Stabilization for hybrid stochastic differential equations driven by Lévy noise via periodically intermittent control ⋮ Positive invertibility of matrices and exponential stability of linear stochastic systems with delay ⋮ Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems

Cites Work

• Unnamed Item
• Stability analysis and stabilization of stochastic linear impulsive, switched and sampled-data systems under dwell-time constraints
• Stability and stabilization of switched stochastic systems under asynchronous switching
• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
• Stability analysis for stochastic hybrid systems: a survey
• Stability of stochastic nonlinear systems in cascade with not necessarily unbounded decay rates
• Exponential stability in the mean square for stochastic neural networks with mixed time-delays and Markovian jumping parameters
• Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
• Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems
• pth moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise
• $p$th Moment Noise-to-State Stability of Stochastic Differential Equations with Persistent Noise
• A New Type of Stability Theorem for Stochastic Systems With Application to Stochastic Stabilization
• Stability Analysis of A Class of Hybrid Stochastic Retarded Systems Under Asynchronous Switching
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Lévy Processes and Stochastic Calculus
• Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems
• Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching
• Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations
• Almost Sure Exponential Stability of Stochastic Differential Delay Equations

This page was built for publication: Stability analysis of stochastic delay differential equations with Lévy noise