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- Title
Almost Sure Exponential Stability of Nonlinear Stochastic Delayed Systems with Markovian Switching and Lévy Noises.
- Authors
Chao Wei
- Abstract
This paper is concerned with the almost sure exponential stability of nonlinear stochastic delayed systems with Markovian switching and Lévy noises. By the technique of Burkholder-Davis-Gundy inequality, Chebyshev inequality, Borel-Cantelli lemma and generalized Itô formula for Lévy stochastic integral, we propose the sufficient conditions to guarantee the almost sure exponential stability of the system. A numerical example is provided to show the usefulness of the proposed almost sure exponential stability criterion.
- Subjects
STOCHASTIC systems; STOCHASTIC integrals; EXPONENTIAL stability; STABILITY criterion; NOISE
- Publication
IAENG International Journal of Applied Mathematics, 2019, Vol 49, Issue 3, p351
- ISSN
1992-9978
- Publication type
Article