Stability in distribution and stabilization of switching jump diffusions
Stability in distribution and stabilization of switching jump diffusions
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DOI：
10.1051/cocv/2022062
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发表时间：
2022-09
期刊：
影响因子：
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通讯作者：
K. Tran;D. Nguyen;G. Yin
中科院分区：
文献类型：
--
作者：
K. Tran;D. Nguyen;G. Yin
本文研究了马尔可夫切换跳跃扩散过程的分布稳定性。主要动机源于稳定性和稳定的混合动力系统，其中没有平凡的解决方案。导出了分布稳定性的显式判据。马尔可夫链，布朗运动，泊松跳跃的稳定效果。基于这些判据，研究了具有马尔可夫切换和Poisson跳的随机微分方程的镇定问题。
This paper aims to study stability in distribution of Markovian switching jump diffusions. The main motivation stems from stability and stabilizing hybrid systems in which there is no trivial solution. An explicit criterion for stability in distribution is derived. The stabilizing effects of Markov chains, Brownian motions, and Poisson jumps are revealed. Based on these criteria, stabilization problems of stochastic differential equations with Markovian switching and Poisson jumps are developed.