Stochastic stability for nonlinear systems driven by Lévy noise
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Publication:437444
DOI10.1007/s11071-011-0199-8zbMath1243.93126OpenAlexW2116175425MaRDI QIDQ437444
Publication date: 17 July 2012
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-011-0199-8
Lyapunov exponentsstochastic stabilityLévy processstochastic differential equations (SDEs)equivalent linearization
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Linearizations (93B18) Stochastic stability in control theory (93E15)
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Cites Work
- The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation
- An averaging principle for stochastic dynamical systems with Lévy noise
- Response and stability of strongly non-linear oscillators under wide-band random excitation
- Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises
- On stationary solutions of delay differential equations driven by a Lévy process.
- Lyapunov exponents for nonlinear systems with Poisson white noise
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Lévy Processes and Stochastic Calculus
- Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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