Asymptotic stability in the pth moment for stochastic differential equations with Lévy noise
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Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
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Cited in
(93)- \(p\)th moment stability in stochastic neutral Volterra-Levin equation with Lévy noise and variable delays
- Active disturbance rejection control approach to output-feedback stabilization of nonlinear system with Lévy noises
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
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- Stochastic control of drill-heads driven by Lévy processes
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- Almost sure exponential stability of dynamical systems driven by Lévy processes and its application to control design for magnetic bearings
- Practical exponential stability of stochastic age-dependent capital system with Lévy noise
- Exponential stability of solutions for retarded stochastic differential equations without dissipativity
- $p$th Moment Noise-to-State Stability of Stochastic Differential Equations with Persistent Noise
- Stability of the stochastic model for power markets with interval parameters
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- Synchronization of multi-links systems with Lévy noise and application
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- Exponential stability for time-changed stochastic differential equations
- The threshold of stochastic Gilpin-Ayala model subject to general Lévy jumps
- Almost sure exponential stability of large-scale stochastic nonlinear systems
- Neural network stochastic differential equation models with applications to financial data forecasting
- P-moment stability under small Gauss type random excitation of stochastic system
- Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model
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- Exponential stability of stochastic complex networks with multi-weights based on graph theory
- Synchronization for stochastic coupled networks with Lévy noise via event-triggered control
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- Discrete control of nonlinear stochastic systems driven by Lévy process
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- Stability and boundedness of solutions to nonautonomous parabolic integrodifferential equations
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- Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
- Stability of stochastic Lévy noise coupled systems with mixed delays
- State estimation results for genetic regulatory networks with Lévy-type noise
- Approximate solutions for a class of doubly perturbed stochastic differential equations
- A random parameter model for continuous-time mean-variance asset-liability management
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