Stochastic stabilization of dynamical systems using Lévy noise

DOI10.1142/S0219493710003066MaRDI QIDQ3069751zbMATH OpenFDO

Authors David Applebaum, Michailina Siakalli

Publication date 19 January 2011

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

Full work available at URL https://doi.org/10.1142/S0219493710003066

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)

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Cites work

• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Almost sure stability of linear stochastic differential equations with jumps
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Condition of vibrational stabilizability for a class of nonlinear systems
• Financial Modelling with Jump Processes
• Lévy Processes and Stochastic Calculus
• Stability of fast periodic systems
• Stabilization of Linear Systems by Noise
• Stochastic stabilization and destabilization

Cited in

(39)

• Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems
• Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise
• Stabilization of partial differential equations by Lévy noise
• Stochastic stabilization and destabilization of nonlinear switched system by periodic stochastic controls based on Lévy jump noise
• Invariant measure and stability for the stochastic Rayleigh-Plesset equation
• The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
• pth 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
• Stability of the zero solution of nonlinear differential equations under the influence of white noise
• Stabilization of the stochastic jump diffusion systems by state-feedback control
• On the exponential stability of switching-diffusion processes with jumps
• Stabilization by delay feedback control for highly nonlinear HSDDEs driven by Lévy noise
• Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise
• scientific article; zbMATH DE number 7296061 (Why is no real title available?)
• 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
• Synchronization of delayed neural networks with Lévy noise and Markovian switching via sampled data
• Asymptotic stability in the pth moment for stochastic differential equations with Lévy noise
• \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise
• Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps
• 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
• \(p\)th moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise
• Stochastic stabilization and destabilization of hybrid SDEs driven by 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

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