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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

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📜 SIMILAR VOLUMES


Equivalent linearization for systems dri
✍ 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