Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps

DOI10.1155/2013/432704zbMath1322.60088OpenAlexW2148122481WikidataQ58916294 ScholiaQ58916294MaRDI QIDQ2015541

Zaitang Huang, Chuntao Chen

Publication date: 23 June 2014

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/432704

zbMATH Keywords

stabilityattractorsBrownian motionbifurcationlarge deviationsPoisson noisestochastic Rayleigh-van der Pol equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Unnamed Item
• Unnamed Item
• Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
• Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations
• Stochastic stability and bifurcation for the chronic state in Marchuk's model with noise
• Stabilization of interconnected nonlinear stochastic Markovian jump systems via dissipativity approach
• Stochastic differential equations with jumps
• On solutions of backward stochastic differential equations with jumps and applications
• Random attractors -- general properties, existence and applications to stochastic bifurcation theory
• Theory of stochastic differential equations with jumps and applications.
• Almost sure stability of linear stochastic differential equations with jumps
• Stochastic stabilization of first-passage failure of Rayleigh oscillator under Gaussian white-noise parametric excitations
• Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
• Lévy Processes and Stochastic Calculus
• Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients