Asymptotic stability in the pth moment for stochastic differential equations with Lévy noise

DOI10.1016/J.JMAA.2014.02.016zbMATH Open1309.60065OpenAlexW2075707745MaRDI QIDQ402962FDOQ402962

Authors: Quanxin Zhu 

Publication date: 29 August 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.02.016

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zbMATH Keywords

asymptotic stabilitystochastic differential equationsalmost sure stability\(p\)-th momentLévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• The optimal dividend payout model with terminal values and its application
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• Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay
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• Stability analysis of highly nonlinear hybrid stochastic systems with Poisson jump
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• Asymptotic behavior of solutions of third-order neutral differential equations with discrete and distributed delay
• Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise
• Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control
• Iterative path integral approach to nonlinear stochastic optimal control under compound Poisson noise
• Partial practical stability and asymptotic stability of stochastic differential equations driven by Lévy noise with a general decay rate
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• Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control
• Almost sure exponential stability of stochastic fluid networks with nonlinear control
• Stability equivalence between regime-switching jump diffusion delayed systems and corresponding systems with piecewise continuous arguments and application to discrete-time feedback control
• Stabilization for hybrid stochastic differential equations driven by Lévy noise via periodically intermittent control
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Discrete control of nonlinear stochastic systems driven by Lévy process
• Exponential input-to-state stability for neutral stochastic delay differential equations with Lévy noise and Markovian switching
• Stability analysis of neutral stochastic differential equations with Poisson jumps and variable delays
• 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
• Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems

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