Stability of the stochastic model for power markets with interval parameters

DOI10.1155/2016/6287458zbMath1400.93323OpenAlexW2559544613WikidataQ59140861 ScholiaQ59140861MaRDI QIDQ1793425

Gengyin Li, Zhanhui Lu, Weijuan Wang, Mengfan Ji

Publication date: 12 October 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/6287458

Mathematics Subject Classification ID

Robust stability (93D09) Stochastic stability in control theory (93E15)

Cites Work

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• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
• \(p\)-moment stability of power system under small Gauss type random excitation
• Role of noise in a market model with stochastic volatility
• Electricity market stochastic dynamic model and its mean stability analysis
• The interval stability of an electricity market model
• \(p\)th moment exponential stability of impulsive stochastic functional differential equations with Markovian switching
• VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS
• Mean Square Stochastic Stability Of Linear Time-delay System With Markovian Jumping Parameters

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