almost surely exponential stability
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Author(s):  
Cao Tan Binh ◽  
Ta Cong Son

The aim of this paper is to find out suitable conditions for almost surely exponential stability of communication protocols, considered for nonlinear hybrid system under stochastic perturbations. By using the Lyapunov-type function, we proved that the almost surely exponential stability remain be guaranteed as long as a bound on the maximum allowable transfer interval (MATI) is satisfied.  


2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yanqiang Chang ◽  
Huabin Chen

<p style='text-indent:20px;'>In this paper, the existence and uniquenesss, stability analysis for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M1">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise are studied. The existence and uniqueness of such equations is simply shown by using the Picard iterative methodology. By using the generalized integral, the Lyapunov-Krasovskii function and the theory of stochastic analysis, the exponential stability in <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th(<inline-formula><tex-math id="M3">\begin{document}$ p\geq2 $\end{document}</tex-math></inline-formula>) for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M4">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise is firstly investigated. The almost surely exponential stability is also applied. Finally, an example is provided to verify our results derived.</p>


Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Yanmei Wang ◽  
Guirong Liu

We investigate a stochastic SIRS model with transfer from infectious to susceptible and nonlinear incidence rate. First, using stochastic stability theory, we discuss stochastic asymptotic stability of disease-free equilibrium of this model. Moreover, if the transfer rate from infectious to susceptible is sufficiently large, disease goes extinct. Then, we obtain almost surely exponential stability of disease-free equilibrium, which implies that noises can lead to extinction of disease. By the Lyapunov method, we give conditions to ensure that the solution of this model fluctuates around endemic equilibrium of the corresponding deterministic model in average time. Furthermore, numerical simulations show that the fluctuation increases with increase in noise intensity. Finally, these theoretical results are verified by numerical simulations. Hence, noises play a vital role in epidemic transmission. Our results improve and extend previous related results.


2017 ◽  
Vol 18 (01) ◽  
pp. 1850010 ◽  
Author(s):  
Diem Dang Huan ◽  
Ravi P. Agarwal

By establishing two new impulsive-integral inequalities, the attracting and quasi-invariant sets of the mild solution for impulsive neutral stochastic partial functional differential equations driven by Lévy noise are obtained, respectively. Moreover, we shall derive some sufficient conditions to ensure stability of this mild solution in the sense of both moment exponential stability and almost surely exponential stability.


2014 ◽  
Vol 145 ◽  
pp. 154-159 ◽  
Author(s):  
Wuneng Zhou ◽  
Jun Yang ◽  
Xueqing Yang ◽  
Anding Dai ◽  
Huashan Liu ◽  
...  

2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
Shaobo Zhou

Our effort is to develop a criterion on almost surely exponential stability of numerical solution to stochastic pantograph differential equations, with the help of the discrete semimartingale convergence theorem and the technique used in stable analysis of the exact solution. We will prove that the Euler-Maruyama (EM) method can preserve almost surely exponential stability of stochastic pantograph differential equations under the linear growth conditions. And the backward EM method can reproduce almost surely exponential stability for highly nonlinear stochastic pantograph differential equations. A highly nonlinear example is provided to illustrate the main theory.


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