scholarly journals Stabilization for hybrid stochastic differential equations driven by Lévy noise via periodically intermittent control

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yong Ren ◽  
Qi Zhang

<p style='text-indent:20px;'>In this work, the issue of stabilization for a class of continuous-time hybrid stochastic systems with Lévy noise (HLSDEs, in short) is explored by using periodic intermittent control. As for the unstable HLSDEs, we design a periodic intermittent controller. The main idea is to compare the controlled system with a stabilized one with a periodic intermittent drift coefficient, which enables us to use the existing stability results on the HLSDEs. An illustrative example is proposed to show the feasibility of the obtained result.</p>

2016 ◽  
Vol 49 (29) ◽  
pp. 294002 ◽  
Author(s):  
Ting Gao ◽  
Jinqiao Duan ◽  
Xingye Kan ◽  
Zhuan Cheng

2002 ◽  
Vol 39 (04) ◽  
pp. 730-747 ◽  
Author(s):  
V. V. Anh ◽  
C. C. Heyde ◽  
N. N. Leonenko

A class of continuous-time models is developed for modelling data with heavy tails and long-range dependence. These models are based on the Green function solutions of fractional differential equations driven by Lévy noise. Some exact results on the second- and higher-order characteristics of the equations are obtained. Applications to stochastic volatility of asset prices and macroeconomics are provided.


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