On almost sure stability conditions of linear switching stochastic differential systems

DOI10.1016/j.nahs.2016.03.010zbMath1346.60081OpenAlexW2344914237MaRDI QIDQ313339

Shen Cong

Publication date: 9 September 2016

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2016.03.010

zbMATH Keywords

switching systemsalmost sure stabilityLyapunov stability methodstochastic differential systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic stability in control theory (93E15)

Related Items (9)

Improved Razumikhin and Krasovskii stability criteria for time-varying stochastic time-delay systems ⋮ Admissibility analysis of stochastic singular systems with Poisson switching ⋮ Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay ⋮ An augmented result on almost sure exponential stability of semi-Markov jump systems ⋮ Finite-time annular domain stability and stabilisation of Itô-type stochastic time-varying systems with Wiener and Poisson noises ⋮ Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching ⋮ An improved sufficient condition of almost sure exponential stability for semi-Markov jump systems with asynchronous control ⋮ Stability of highly nonlinear hybrid stochastic integro-differential delay equations ⋮ Finite-time boundedness and chaos-like dynamics of a class of Markovian jump linear systems

Cites Work

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• Stochastic stability properties of jump linear systems
• Stabilization of stochastic nonlinear systems driven by noise of unknown covariance
• Almost Sure Stabilization of Uncertain Continuous-Time Markov Jump Linear Systems
• Stability of Time-Delay Feedback Switched Linear Systems

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