Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions

DOI10.1137/16M1082470zbMath1374.60151arXiv1706.03684WikidataQ115525633 ScholiaQ115525633MaRDI QIDQ4591239

Yanling Zhu, Chao Zhu, Zhen Chao, Kai Wang

Publication date: 13 November 2017

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.03684

zbMATH Keywords

Lyapunov exponentalmost sure exponential stabilityPoisson random measure\(p\)th moment exponential stabilityregime-switching jump diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Schrödinger and Feynman-Kac semigroups (47D08)

Related Items (17)

Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise ⋮ Stabilization of stochastic coupled systems with Lévy noise and regime switching diffusions via intermittent control with a time delay ⋮ On exponential stability of non-autonomous stochastic differential equations with Markovian switching ⋮ Inverse optimal control of regime-switching jump diffusions ⋮ Safety verification for regime-switching jump diffusions via barrier certificates ⋮ Stabilisation of stochastic complex-valued time-varying coupled systems with jump diffusion via aperiodically intermittent control ⋮ Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump ⋮ Stability of coupled jump diffusions and applications ⋮ Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique ⋮ Stabilization of complex-valued stochastic coupled systems with multiple time delays and regime-switching jump diffusion via periodically intermittent control ⋮ Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case ⋮ Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming ⋮ Exponential contraction of switching jump diffusions with a hidden Markov chain ⋮ Stability of regime-switching jump diffusion processes ⋮ Stabilisation of stochastic delayed systems with Lévy noise on networks via periodically intermittent control ⋮ Razumikhin method to stability of delay coupled systems with hybrid switching diffusions ⋮ Large deviations for multi-scale regime-switching jump diffusion systems

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