On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps

DOI10.1016/j.cam.2016.01.020zbMath1382.65021OpenAlexW2279863099MaRDI QIDQ5965335

Xuerong Mao, Surong You, Wei Mao

Publication date: 3 March 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.01.020

zbMATH Keywords

asymptotic stabilitynumerical analysisnonlinear stochastic differential equationsPoisson random measure

Mathematics Subject Classification ID

Related Items (14)

The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump ⋮ Asymptotical stability and stabilisation of probabilistic Boolean networks subject to function perturbation ⋮ Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise ⋮ Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps ⋮ A long term analysis of stochastic theta methods for mean reverting linear process with jumps ⋮ The truncated EM method for stochastic differential equations with Poisson jumps ⋮ Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems ⋮ Stochastic control of drill-heads driven by Lévy processes ⋮ Almost sure exponential stability of dynamical systems driven by Lévy processes and its application to control design for magnetic bearings ⋮ The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps ⋮ Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps ⋮ Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions ⋮ Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems ⋮ Backstepping control design for stochastic systems driven by Lévy processes

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