Stability Analysis of Stochastic Dynamic Systems under Poisson Perturbations. I. General Analysis of Stability of Solutions of Stochastic Differential Equations under Poisson Perturbations |
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| Authors: | I V Darijtchuk V K Jasynsky E V Jasynsky |
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| Affiliation: | (1) Yu. Fed'kovich State University, Chernovtsy, Ukraine;(2) Athabasca University, Edmonton, Canada |
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| Abstract: | Using the second Lyapunov method, the exponential p-stability, mean square stability, p-stability, and stability with probability
1 are established for nonlinear stochastic differential equations under Poisson perturbations.
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Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 66–78, July–August 2005. |
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| Keywords: | probabilistic space Wiener process Poisson measure stochastic integral |
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