Stability of nonlinear regime-switching jump diffusion

DOI10.1016/J.NA.2012.02.007MaRDI QIDQ414505zbMATH OpenOpenAlexFDO

Authors Zhixin Yang, George Yin

Publication date 11 May 2012

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.4471

zbMATH Keywords

jump diffusionsmooth dependence on initial datastability in distributionstability in the largeswitching process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Abstract: Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First asymptotic stability in the large is obtained. Then the study on exponential p-stability is carried out. Connection between almost surely exponential stability and exponential p-stability is exploited. Also presented are smooth-dependence on the initial data. Using the smooth-dependence, necessary conditions for exponential p-stability are derived. Then criteria for asymptotic stability in distribution are provided. A couple of examples are given to illustrate our results.

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Cited in

(39)

• Variational formula for the stability of regime-switching diffusion processes
• \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise
• Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control
• On the notion of weak stability and related issues of hybrid diffusion systems
• Almost sure and moment exponential stability of regime-switching jump diffusions
• Stability in distribution and stabilization of switching jump diffusions
• Stability of regime-switching jump diffusions
• Synchronization of delayed neural networks with Lévy noise and Markovian switching via sampled data
• Asymptotic stability of switching diffusions having sub-exponential rates of decay
• Practical exponential stability of stochastic age-dependent capital system with Lévy noise
• Stochastic stabilization and destabilization of nonlinear and time‐varying hybrid systems by noise
• Stability of regime-switching jump diffusion processes
• Stability of regime-switching processes under perturbation of transition rate matrices
• Stability of degenerate diffusions with state-dependent switching
• Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
• Stability of random-switching systems of differential equations
• Stability of regime-switching diffusion systems with discrete states belonging to a countable set
• Stability for multidimensional jump-diffusion processes
• Stability of numerical methods for jump diffusions and Markovian switching jump diffusions
• Weak convergence of functional stochastic differential equations with variable delays
• Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
• Stabilization of complex-valued stochastic coupled systems with multiple time delays and regime-switching jump diffusion via periodically intermittent control
• Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems
• Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts
• Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process
• Large deviations for multi-scale regime-switching jump diffusion systems
• Asymptotic stability of semi-Markov modulated jump diffusions
• Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps
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• Jump-diffusion processes in random environments
• \(p\)th moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise
• On the stability of jump-diffusions with Markovian switching
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
• Stability of regime-switching diffusions
• Asymptotic properties of stochastic hybrid Gilpin-Ayala system with jumps
• Global stability of coupled Markovian switching reaction-diffusion systems on networks
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• Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise
• On the exponential stability of switching-diffusion processes with jumps

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