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

DOI10.1016/J.JMAA.2012.10.062MaRDI QIDQ1941102zbMATH OpenOpenAlexFDO

Authors 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

almost sure instabilityalmost sure stabilitydestabilizabilityorder-preserving couplingstabilizabilityswitching jump diffusion

Mathematics Subject Classification ID

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

Review text

Conditions are given for almost sure stability or instability of an equilibrium at the origin, as well as almost stabilizability or destabilizability thereof, for a switching jump diffusion with state dependent switching. The proofs use comparison and coupling arguments for associated Markov chains.

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Cited in

(21)

• Variational formula for the stability of regime-switching diffusion processes
• Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation
• Large deviations for multi-scale regime-switching jump diffusion systems
• \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions
• Large deviations for empirical measures of switching diffusion processes with small parameters
• Sufficient conditions for almost sure stability of jump linear systems
• \(p\)th moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise
• Almost sure and pth-moment stability and stabilization of regime-switching jump diffusion systems
• On almost sure stability conditions of linear switching stochastic differential systems
• Asymptotic stability of semi-Markov modulated jump diffusions
• Stability of numerical methods for jump diffusions and Markovian switching jump diffusions
• On the exponential stability of switching-diffusion processes with jumps
• Stability of regime-switching diffusion systems with discrete states belonging to a countable set
• Almost sure asymptotic stability for regime-switching diffusions
• Large deviations for invariant measures of stochastic differential equations with jumps
• Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
• Stabilization of hybrid stochastic differential equations by delay feedback control based on discrete-time observations
• The tail behavior of Cox-Ingersoll-Ross processes with state-dependent switching
• Existence, uniqueness, and almost sure exponential stability of solutions to nonlinear stochastic system with Markovian switching and Lévy noises

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