Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

From MaRDI portal
Publication:3402062

DOI10.1239/jap/1261670692zbMath1185.60058OpenAlexW2078413191MaRDI QIDQ3402062

Michailina Siakalli, David Applebaum

Publication date: 2 February 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1261670692


zbMATH Keywords

stochastic differential equationBrownian motionLyapunov exponentPoisson random measuremoment exponential stabilityLévy noisealmost-sure asymptotic stability


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20)


Related Items

Stochastic SEIR model with jumps ⋮ \(H_{\infty}\) control for nonlinear stochastic Markov systems with time-delay and multiplicative noise ⋮ Stability analysis of stochastic delay differential equations with Lévy noise ⋮ Boundedness analysis of non-autonomous stochastic differential systems with Lévy noise and mixed delays ⋮ The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects ⋮ Explosive solutions for stochastic differential equations driven by Lévy processes ⋮ \(p\)th moment exponential stability of neutral stochastic differential equations driven by Lévy noise ⋮ Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise ⋮ Kolmogorov-type systems with regime-switching jump diffusion perturbations ⋮ Stochastic regime switching SIR model driven by Lévy noise ⋮ Asymptotic behavior of a food-limited Lotka-Volterra mutualism model with Markovian switching and Lévy jumps ⋮ Synchronization of delayed neural networks with Lévy noise and Markovian switching via sampled data ⋮ Control of systems in Lure form over erasure channels ⋮ Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise ⋮ Global stability and positive recurrence of a stochastic SIS model with Lévy noise perturbation ⋮ Nonnegative compartment dynamical system modelling with stochastic differential equations ⋮ Stabilization of the stochastic jump diffusion systems by state-feedback control ⋮ Stabilization for uncertain stochastic T-S fuzzy system driven by Lévy noise ⋮ \(H_{\infty}\) control for nonlinear stochastic systems with time-delay and multiplicative noise ⋮ Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise ⋮ An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise ⋮ Inverse optimal control of regime-switching jump diffusions ⋮ Lévy noise perturbation for an epidemic model with impact of media coverage ⋮ A note on the stationary distribution of stochastic SIS epidemic model with vaccination under regime switching ⋮ Asymptotic behavior of a stochastic population model with Allee effect by Lévy jumps ⋮ Stability of hybrid pantograph stochastic functional differential equations ⋮ Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process ⋮ Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises ⋮ Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise ⋮ Discrete control of nonlinear stochastic systems driven by Lévy process ⋮ Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions ⋮ Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise ⋮ Extinction and persistence in a stochastic Nicholson’s model of blowfly population with delay and Lévy noise ⋮ Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise ⋮ Analysis of a delayed vaccinated SIR epidemic model with temporary immunity and Lévy jumps ⋮ A long term analysis of stochastic theta methods for mean reverting linear process with jumps ⋮ Stabilization of highly nonlinear hybrid systems driven by Lévy noise and delay feedback control based on discrete-time state observations ⋮ Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise ⋮ Analysis of a stochastic SVIR model with time‐delayed stages of vaccination and Lévy jumps ⋮ Numerical conservation issues for jump Pearson diffusions ⋮ The Lévy noise-induced current reversal phenomenon for self-propelled particles in a two-dimensional potential ⋮ The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise ⋮ Stochastic stability for nonlinear systems driven by Lévy noise ⋮ Approximate solutions for a class of doubly perturbed stochastic differential equations ⋮ Asymptotic stability of semi-Markov modulated jump diffusions ⋮ Almost sure exponential stabilization and suppression by periodically intermittent stochastic perturbation with jumps ⋮ Stability of the solution of stochastic differential equation driven by time-changed Lévy noise ⋮ Stability analysis for stochastic hybrid systems: a survey ⋮ Asymptotic behavior of a stochastic non-autonomous predator-prey system with jumps ⋮ 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 model for spread of AIDS driven by Lévy noise ⋮ Almost sure asymptotic stabilization of differential equations with time-varying delay by Lévy noise ⋮ Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps ⋮ Transport of self-propelled Janus particles confined in corrugated channel with Lévy noise ⋮ Mean exit time and escape probability for the stochastic logistic growth model with multiplicative α-stable Lévy noise ⋮ Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation ⋮ On the exponential stability of switching-diffusion processes with jumps ⋮ Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise ⋮ Almost sure and moment asymptotic boundedness of stochastic delay differential systems ⋮ \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise ⋮ pth moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise ⋮ STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE ⋮ On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps ⋮ Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps ⋮ Almost sure exponential stability of dynamical systems driven by Lévy processes and its application to control design for magnetic bearings ⋮ Asymptotic properties of a stochastic \(n\)-species Gilpin-Ayala competitive model with Lévy jumps and Markovian switching ⋮ Stability analysis of a stochastic Gilpin-Ayala model driven by Lévy noise ⋮ Persistence and extinction of a stochastic non-autonomous Gilpin-Ayala system driven by Lévy noise ⋮ A stochastic threshold of a delayed epidemic model incorporating Lévy processes with harmonic mean and vaccination ⋮ Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise ⋮ Boundedness analysis of stochastic delay differential equations with Lévy noise ⋮ Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems ⋮ Unnamed Item ⋮ Permanence and extinction for a single-species system with jump-diffusion ⋮ Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise ⋮ Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise ⋮ Backstepping control design for stochastic systems driven by Lévy processes ⋮ Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control ⋮ Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects



Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3402062&oldid=16684599"
Powered by MediaWiki