Stationary distribution for stochastic coupled systems with regime switching and feedback control

2019 ◽  
Vol 535 ◽  
pp. 122221
Author(s):  
Yan Liu ◽  
Di Zhang ◽  
Huan Su ◽  
Jiqiang Feng
Keyword(s):  
Feedback Control ◽  
Stationary Distribution ◽  
Regime Switching ◽  
Coupled Systems

scholarly journals Stationary distribution of a stochastic hybrid phytoplankton model with allelopathy

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Weiming Ji ◽  
Zhaojuan Wang ◽  
Guixin Hu
Keyword(s):  
Stationary Distribution ◽  
Regime Switching ◽  
Heterocapsa Triquetra

Abstract This research proposes and delves into a stochastic competitive phytoplankton model with allelopathy and regime-switching. Sufficient criteria are proffered to ensure that the model possesses a unique ergodic stationary distribution (UESD). Furthermore, it is testified that these criteria are sharp on certain conditions. Some critical functions of regime-switching on the existence of a UESD of the model are disclosed: regime-switching could lead to the appearance of the UESD. The theoretical findings are also applied to research the evolution of Heterocapsa triquetra and Chrysocromulina polylepis.

Output feedback control of uncertain coupled systems

1993 ◽  
Vol 58 (2) ◽  
pp. 445-457 ◽  
Author(s):  
J. RODELLAR ◽  
G. LEITMANN ◽  
E. P. RYAN
Keyword(s):  
Feedback Control ◽  
Output Feedback ◽  
Output Feedback Control ◽  
Coupled Systems

Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching

2020 ◽  
Vol 57 (1) ◽  
pp. 266-279
Author(s):  
Zhongwei Liao ◽  
Jinghai Shao
Keyword(s):  
Stationary Distribution ◽  
Regime Switching ◽  
Lévy Noise ◽  
Time Behavior ◽  
Long Time Behavior ◽  
Lévy Measure ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
Long Time ◽  
Levy Noise

AbstractWe investigate the long-time behavior of the Ornstein–Uhlenbeck process driven by Lévy noise with regime switching. We provide explicit criteria on the transience and recurrence of this process. Contrasted with the Ornstein–Uhlenbeck process driven simply by Brownian motion, whose stationary distribution must be light-tailed, both the jumps caused by the Lévy noise and the regime switching described by a Markov chain can derive the heavy-tailed property of the stationary distribution. The different role played by the Lévy measure and the regime-switching process is clearly characterized.

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