Stability Analysis for a Class of Jump-Diffusion Systems with Parameter

被引：0
|
作者：
Yang, Hua [1 ,2 ]
Liu, Jianguo [1 ]
Jiang, Feng [3 ]
机构：
[1] Huazhong Univ Sci & Technol, Sch Automat, Wuhan, Hubei, Peoples R China
[2] Wuhan Polytech Univ, Sch Math & Comp Sci, Wuhan, Hubei, Peoples R China
[3] Zhongnan Univ Econ & Law, Sch Stat & Math, Wuhan, Hubei, Peoples R China
来源：
2016 SEVENTH INTERNATIONAL CONFERENCE ON INTELLIGENT CONTROL AND INFORMATION PROCESSING (ICICIP) | 2016年
基金：
中国国家自然科学基金; 新加坡国家研究基金会;
关键词：
locally exponential stability; jump-diffusion systems with parameter; mild solution; PARTIAL-DIFFERENTIAL-EQUATIONS; EXPONENTIAL STABILITY; MILD SOLUTIONS; ASYMPTOTIC STABILITY; PTH MOMENT; EXISTENCE; DELAYS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Stochastic jump systems have great potential in finance engineering and stochastic control. In this paper, we mainly consider stability of stochastic jump-diffusion systems with parameter. We establish the criteria of locally exponential stability of mild solutions of the systems by using stochastic integral inequalities technique. We extend some existing results to more general cases. Finally, we use an example to show our result.
引用
收藏
页码：217 / 222
页数：6
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