Stability analysis of stochastic dynamic systems under Poisson perturbations. I: General analysis of stability of solutions of stochastic differential equations under Poisson perturbations

DOI10.1007/S10559-005-0088-6zbMath1101.60039OpenAlexW2031689646MaRDI QIDQ2508794

V. K. Yasyns'kyi, E. V. Jasynsky, I. V. Darijtchuk

Publication date: 20 October 2006

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-005-0088-6

zbMATH Keywords

Wiener processPoisson measurestochastic integralprobabilistic space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (1)

Analysis of stability of stochastic dynamic systems under Poisson perturbations. II: Stability of solutions in quadratic mean of systems of linear stochastic differential equations under Poisson perturbations

Cites Work

• Construction of analogs of the Lyapunov equation for a matrix polynomial
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