STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE
STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE
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DOI：
10.1142/s0219493710003066
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发表时间：
2010-12
影响因子：
1.1
通讯作者：
D. Applebaum;M. Siakalli
中科院分区：
文献类型：
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作者：
D. Applebaum;M. Siakalli
我们研究由布朗运动和独立泊松随机测度组成的随机噪声项对非线性微分方程的扰动。我们找到了扰动系统几乎肯定指数稳定的条件，并估计了相应的李雅普诺夫指数。
We investigate the perturbation of the nonlinear differential equation by random noise terms consisting of Brownian motion and an independent Poisson random measure. We find conditions under which the perturbed system is almost surely exponentially stable and estimate the corresponding Lyapunov exponents.