STABILITY ANALYSIS OF STOCHASTIC DYNAMIC SYSTEMS UNDER POISSON PERTURBATIONS. I. GENERAL ANALYSIS OF STABILITY OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS UNDER POISSON PERTURBATIONS

被引：0

作者：

Darijtchuk, I. V. ^{[1
]}

Jasynsky, V. K. ^{[1
]}

Jasynsky, E. V. ^{[2
]}

机构：

[1] Yu Fedkovich State Univ, Chernovtsy, Ukraine

[2] Athabasca Univ, Edmonton, AB, Canada

来源：

CYBERNETICS AND SYSTEMS ANALYSIS | 2005年 / 41卷 / 04期

关键词：

probabilistic space; Wiener process; Poisson measure; stochastic integral;

D O I：

10.1007/s10559-005-0088-6

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

Using the second Lyapunov method, the exponential p-stability, mean square stability, p-stability, and stability with probability 1 are established for nonlinear stochastic differential equations under Poisson perturbations.

引用

页码：531 / 540

页数：10

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