Stability analysis for a class of jump-diffusion systems with parameter

Abstract

Stochastic jump systems have great potential in finance engineering and stochastic control. In this paper, we mainly consider stability of stochastic jump-diffusion systems with parameter. We establish the criteria of locally exponential stability of mild solutions of the systems by using stochastic integral inequalities technique. We extend some existing results to more general cases. Finally, we use an example to show our result.