Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps

DOI10.1155/2013/432704MaRDI QIDQ2015541zbMATH OpenOpenAlexWikidataFDO

Authors Zaitang Huang, Chuntao Chen

Publication date 23 June 2014

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/432704

zbMATH Keywords

stabilitylarge deviationsBrownian motionattractorsbifurcationPoisson noisestochastic Rayleigh-van der Pol equations

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 1201579 (Why is no real title available?)
• Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients
• Almost sure stability of linear stochastic differential equations with jumps
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• Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations
• Lévy Processes and Stochastic Calculus
• On solutions of backward stochastic differential equations with jumps and applications
• Random attractors -- general properties, existence and applications to stochastic bifurcation theory
• Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
• Stabilization of interconnected nonlinear stochastic Markovian jump systems via dissipativity approach
• Stochastic differential equations with jumps
• Stochastic stability and bifurcation for the chronic state in Marchuk's model with noise
• Stochastic stabilization of first-passage failure of Rayleigh oscillator under Gaussian white-noise parametric excitations
• The random attractors of stochastic Duffing-van der Pol equations with jumps
• Theory of stochastic differential equations with jumps and applications.

Cited in

(3)

• Asymptotic study for Stokes-Brinkman model with jump embedded transmission conditions
• Random attractions and bifurcation for the classical Rayleigh-Van der Pol equations with small noise
• The random attractors of stochastic Duffing-van der Pol equations with jumps

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