Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps
DOI10.1155/2013/432704zbMATH Open1322.60088OpenAlexW2148122481WikidataQ58916294 ScholiaQ58916294MaRDI QIDQ2015541FDOQ2015541
Authors: Zaitang Huang, Chuntao Chen
Publication date: 23 June 2014
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/432704
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stabilitylarge deviationsBrownian motionattractorsbifurcationPoisson noisestochastic Rayleigh-van der Pol equations
Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- Lévy Processes and Stochastic Calculus
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- Almost sure stability of linear stochastic differential equations with jumps
- Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
- Stochastic differential equations with jumps
- Random attractors -- general properties, existence and applications to stochastic bifurcation theory
- Stabilization of interconnected nonlinear stochastic Markovian jump systems via dissipativity approach
- Stochastic stability and bifurcation for the chronic state in Marchuk's model with noise
- On solutions of backward stochastic differential equations with jumps and applications
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
- Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations
- Stochastic stabilization of first-passage failure of Rayleigh oscillator under Gaussian white-noise parametric excitations
- Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients
- The random attractors of stochastic Duffing-van der Pol equations with jumps
Cited In (2)
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