一类带参数跳跃扩散系统的稳定性分析

2016 Seventh International Conference on Intelligent Control and Information Processing (ICICIP) Pub Date : 2016-12-01 DOI:10.1109/ICICIP.2016.7885904

Hua Yang, Jianguo Liu, Feng Jiang

{"title":"一类带参数跳跃扩散系统的稳定性分析","authors":"Hua Yang, Jianguo Liu, Feng Jiang","doi":"10.1109/ICICIP.2016.7885904","DOIUrl":null,"url":null,"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.","PeriodicalId":226381,"journal":{"name":"2016 Seventh International Conference on Intelligent Control and Information Processing (ICICIP)","volume":"5 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stability analysis for a class of jump-diffusion systems with parameter\",\"authors\":\"Hua Yang, Jianguo Liu, Feng Jiang\",\"doi\":\"10.1109/ICICIP.2016.7885904\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":226381,\"journal\":{\"name\":\"2016 Seventh International Conference on Intelligent Control and Information Processing (ICICIP)\",\"volume\":\"5 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2016 Seventh International Conference on Intelligent Control and Information Processing (ICICIP)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICICIP.2016.7885904\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2016 Seventh International Conference on Intelligent Control and Information Processing (ICICIP)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICICIP.2016.7885904","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

随机跳跃系统在金融工程和随机控制中具有很大的应用潜力。本文主要研究带参数的随机跳跃扩散系统的稳定性问题。利用随机积分不等式技术，建立了系统温和解的局部指数稳定性判据。我们将一些现有的结果推广到更一般的情况。最后，我们用一个例子来展示我们的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文

微信好友朋友圈 QQ好友复制链接

本刊更多论文

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

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.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

2016 Seventh International Conference on Intelligent Control and Information Processing (ICICIP)

自引率

0.00%

发文量