Boundedness theorems of stochastic differential systems with Lévy noise

DOI10.1016/J.AML.2020.106358MaRDI QIDQ2178694zbMATH OpenOpenAlexFDO

Authors Danhua He

Publication date 11 May 2020

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2020.106358

zbMATH Keywords

boundednessmean square exponential stabilityLévy noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic stability in control theory (93E15)

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Cites work

• Almost sure and moment asymptotic boundedness of stochastic delay differential systems
• Almost sure exponential stability of stochastic fuzzy cellular neural networks with delays
• Asymptotic behavior analysis of complex-valued impulsive differential systems with time-varying delays
• Boundedness and stability analysis for impulsive stochastic differential equations driven by \(G\)-Brownian motion
• Boundedness theorems for non-autonomous stochastic delay differential systems driven by \(G\)-Brownian motion
• Dynamic analysis of stochastic Cohen-Grossberg neural networks with time delays
• Existence and uniqueness theorems for periodic Markov process and applications to stochastic functional differential equations
• Explicit criteria for mean square exponential stability of stochastic differential equations
• Exponential ultimate boundedness of impulsive stochastic delay differential equations
• Exponential ultimate boundedness of non-autonomous fractional differential systems with time delay and impulses
• New Results for Studying a Certain Class of Nonlinear Delay Differential Systems
• Stability analysis of stochastic delay differential equations with Lévy noise
• The \(p\)th moment exponential ultimate boundedness of impulsive stochastic differential systems
• Ultimate boundedness theorems for impulsive stochastic differential systems with Markovian switching

Cited in

(7)

• Boundedness analysis of non-autonomous stochastic differential systems with Lévy noise and mixed delays
• Boundedness analysis of stochastic pantograph differential systems
• Time-domain boundedness of noise-to-state exponentially stable systems
• The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises
• Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise
• Boundedness analysis of stochastic delay differential equations with Lévy noise
• Stochastic stability for nonlinear systems driven by Lévy noise

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