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

2017/06/12 by Zhen Chao, Kai Wang, Chao, Zhen +5 · 1 citation
Computer Science · Engineering · Mathematics · #47D08 #60J60 #60J75 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations

paper · pdf · doi:10.48550/arxiv.1706.03684

openalex publication_date 2017/06/12 · openalex created_date 2019/06/27 · openalex updated_date 2026/07/28

Abstract

This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further helps to derive easily verifiable conditions for linear systems. For one-dimensional linear regime-switching jump diffusions, necessary and sufficient conditions for almost sure and pth moment exponential stabilities are presented. Several examples are provided for illustration.

Cited by

• Stabilization of jump-diffusion stochastic differential equations by hysteresis switching

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