✦ LIBER ✦

Stochastic stability for nonlinear systems driven by Lévy noise

✍ Scribed by Yong Xu; Xi-Ying Wang; Hui-Qing Zhang; Wei Xu

Book ID: 113077164
Publisher: Springer Netherlands
Year: 2011
Tongue: English
Weight: 677 KB
Volume: 68
Category: Article
ISSN: 0924-090X
DOI: 10.1007/s11071-011-0199-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic population dynamics driven by

Stochastic population dynamics driven by Lévy noise

✍ Jianhai Bao; Chenggui Yuan 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 189 KB

Equivalent linearization for systems dri

Equivalent linearization for systems driven by Lévy white noise

✍ M. Grigoriu 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 139 KB

The equivalent linearization method is extended to the case of nonlinear systems driven by Le ´vy white noise. The classical objective function used for the determination of the equivalent linear system cannot be applied because the Le ´vy process generating the Le ´vy white noise has no variance an

pth moment exponential stability of neut

pth moment exponential stability of neutral stochastic differential equations driven by Lévy noise

✍ Chongyang Ning; Yong He; Min Wu; Qingping Liu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 195 KB

Lévy-Driven Langevin Systems: Targeted S

Lévy-Driven Langevin Systems: Targeted Stochasticity

✍ Iddo Eliazar; Joseph Klafter 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 356 KB

Stationary states in bistable system dri

Stationary states in bistable system driven by Lévy noise

✍ Sliusarenko, O.Yu.; Surkov, D.A.; Gonchar, V.Yu.; Chechkin, A.V. 📂 Article 📅 2013 🏛 Springer-Verlag 🌐 English ⚖ 343 KB

Optimal Stopping of Stochastic Different

Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise

✍ Salvatore Federico; Bernt Karsten Øksendal 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 437 KB