Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control

DOI10.3934/DCDSB.2020133zbMath1478.60167OpenAlexW3019887124MaRDI QIDQ2028969

Guang Jun Shen, Xueying Wu, Xiuwei Yin

Publication date: 3 June 2021

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2020133

zbMATH Keywords

mean square exponential stabilitydiscrete-time feedback controlsG-Lévy processquasi-sure exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (2)

Estimates of exponential convergence for solutions of stochastic nonlinear systems ⋮ The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
• On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process
• On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
• Martingale representation theorem for the \(G\)-expectation
• Stopping times and related Itô's calculus with \(G\)-Brownian motion
• Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
• Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients
• Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control
• Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
• Almost sure exponential stabilisation of stochastic systems by state-feedback control
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Nonlinear Lévy processes and their characteristics
• Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations
• Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control
• Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by G-Brownian motion with state-feedback control
• Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
• The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion

This page was built for publication: Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control