Stochastic stabilization of dynamical systems using Lévy noise

DOI10.1142/S0219493710003066zbMATH Open1218.93106MaRDI QIDQ3069751FDOQ3069751

Michailina Siakalli, David Applebaum

Publication date: 19 January 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationBrownian motionLyapunov exponentstabilizationPoisson random measurealmost sure asymptotic stabilitydestabilizationCGMY processLévy noiseLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Cites Work

• Financial Modelling with Jump Processes
• Title not available (Why is that?)
• Lévy Processes and Stochastic Calculus
• Stochastic stabilization and destabilization
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Almost sure stability of linear stochastic differential equations with jumps
• Stabilization of Linear Systems by Noise
• Stability of fast periodic systems
• Condition of vibrational stabilizability for a class of nonlinear systems

Cited In (34)

• The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
• \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes
• Stochastic regime switching SIR model driven by Lévy noise
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
• On the exponential stability of switching-diffusion processes with jumps
• Stabilization of the stochastic jump diffusion systems by state-feedback control
• Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise
• Title not available (Why is that?)
• Numerical conservation issues for jump Pearson diffusions
• Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
• Asymptotic stability of semi-Markov modulated jump diffusions
• Stability of neutral-type neural network with Lévy noise and mixed time-varying delays
• Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
• Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods
• Lyapunov exponents for nonlinear systems with Poisson white noise
• A stochastic threshold of a delayed epidemic model incorporating Lévy processes with harmonic mean and vaccination
• Dynamics of a stochastic delayed predator-prey system with regime switching and jumps
• Stabilization of Partial Differential Equations by Lévy Noise
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps
• \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise
• pth moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise
• Synchronization of delayed neural networks with Lévy noise and Markovian switching via sampled data
• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
• Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications
• Almost sure exponential stabilization and suppression by periodically intermittent stochastic perturbation with jumps
• Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
• Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise
• Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control
• Transport of self-propelled Janus particles confined in corrugated channel with Lévy noise
• The Lévy noise-induced current reversal phenomenon for self-propelled particles in a two-dimensional potential
• State estimation results for genetic regulatory networks with Lévy-type noise
• Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise
• Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise
• Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems

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