STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE

DOI10.1142/S0219493710003066zbMath1218.93106MaRDI QIDQ3069751

Michailina Siakalli, David Applebaum

Publication date: 19 January 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

stochastic differential equation stabilization Brownian motion Lévy process Lyapunov exponent Poisson random measure Lévy noise almost sure asymptotic stability destabilization CGMY process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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Cites Work