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相关论文: Stability Properties of Systems of Linear Stochast…

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In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…

概率论 · 数学 2020-09-15 P. Balasubramaniam , T. Sathiyaraj , K. Priya

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

概率论 · 数学 2007-05-23 Samuel Herrmann , Peter Imkeller

We first introduce the calculus of Peng's G-Brownian motion on a sublinear expectation space $(\Omega, {\cal H}, \hat{\mathbb{E}})$. Then we investigate the exponential stability of paths for a class of stochastic differential equations…

概率论 · 数学 2013-12-02 Weiyin Fei , Chen Fei

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

偏微分方程分析 · 数学 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…

动力系统 · 数学 2018-08-24 N. D. Cong , T. S. Doan , H. T. Tuan

This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…

动力系统 · 数学 2024-01-30 Xinyu Wu , Zidong Wang , Wenlian Lu

Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…

系统与控制 · 电气工程与系统科学 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda

We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

概率论 · 数学 2025-01-17 Wei Sun , Ethan Wong

The theory of the effect of external fluctuation force on the stability and spatial distribution of mutually interacting and slowly evaporating charged drops, levitated in an electrodynamic balance, is presented using classical…

流体动力学 · 物理学 2020-07-07 Mohit Singh , Y. S. Mayya , Rochish Thaokar

In this work the stability of perturbed linear time-varying systems is studied. The main features of the problem are threefold. Firstly, the time-varying dynamics is not required to be continuous but allowed to have jumps. Also the system…

系统与控制 · 电气工程与系统科学 2022-02-25 Shenyu Liu

Stability of retarded differential equations is closely related to the existence of Lyapunov-Krasovskii functionals. Even if a number of converse results have been reported regarding the existence of such functionals, there is a lack of…

最优化与控制 · 数学 2021-01-01 Hugo Lhachemi , Robert Shorten

We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…

统计理论 · 数学 2021-09-20 Teppei Ogihara , Mitja Stadje

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

最优化与控制 · 数学 2022-06-01 Vladimir Yu. Protasov , Rinat Kamalov

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

概率论 · 数学 2013-08-12 Jianhai Bao , George Yin , Chenggui Yuan

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…

动力系统 · 数学 2022-06-10 Giovanni Russo , Fabian Wirth

The properties of stability of compact set $\mathcal{K}$ which is positively invariant for a semiflow $(\Omega\times W^{1,\infty}([-r,0],\mathbb{R}^n),\Pi,\mathbb{R}^+)$ determined by a family of nonautonomous FDEs with state-dependent…

动力系统 · 数学 2017-05-03 Ismael Maroto , Carmen Núñez , Rafael Obaya

This paper deals with the stability of linear periodic difference delay systems, where the value at time $t$ of a solution is a linear combination with periodic coefficients of its values at finitely many delayed instants…

最优化与控制 · 数学 2025-12-10 Laurent Baratchart , Sébastien Fueyo , Jean-Baptiste Pomet

We consider initial-boundary-value problems for a class of nonlinear third order equations having non-autonomous forcing terms and get new asymptotic stability results by means of the Liapunov second method. The class includes equations…

数学物理 · 物理学 2012-09-28 Armando D'Anna , Gaetano Fiore

We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a…

概率论 · 数学 2009-11-02 M. Jonckheere , S. Shneer

We study the stable behaviour of discrete dynamical systems where the map is convex and monotone with respect to the standard positive cone. The notion of tangential stability for fixed points and periodic points is introduced, which is…

动力系统 · 数学 2011-06-20 Marianne Akian , Stephane Gaubert , Bas Lemmens