×

zbMATH — the first resource for mathematics

Stochastic stabilization of dynamical systems using Lévy noise. (English) Zbl 1218.93106

MSC:
93E15 Stochastic stability in control theory
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60G51 Processes with independent increments; Lévy processes
93D20 Asymptotic stability in control theory
PDF BibTeX XML Cite
Full Text: DOI
References:
[1] DOI: 10.1017/CBO9780511809781 · Zbl 1200.60001 · doi:10.1017/CBO9780511809781
[2] DOI: 10.1239/jap/1261670692 · Zbl 1185.60058 · doi:10.1239/jap/1261670692
[3] DOI: 10.1137/0321027 · Zbl 0514.93069 · doi:10.1137/0321027
[4] DOI: 10.1109/TAC.1985.1103936 · Zbl 0557.93055 · doi:10.1109/TAC.1985.1103936
[5] DOI: 10.1086/338705 · doi:10.1086/338705
[6] Cont R., Financial Modelling with Jump Processes (2004) · Zbl 1052.91043
[7] DOI: 10.1007/978-94-009-9121-7 · doi:10.1007/978-94-009-9121-7
[8] DOI: 10.1007/978-1-4612-2054-1_6 · doi:10.1007/978-1-4612-2054-1_6
[9] DOI: 10.1007/s004400200198 · Zbl 1019.34055 · doi:10.1007/s004400200198
[10] Lipster R., Stochastics 3 pp 217–
[11] DOI: 10.1016/0167-6911(94)90050-7 · Zbl 0820.93071 · doi:10.1016/0167-6911(94)90050-7
[12] DOI: 10.1533/9780857099402 · doi:10.1533/9780857099402
[13] DOI: 10.1109/TAC.1982.1102897 · Zbl 0491.93034 · doi:10.1109/TAC.1982.1102897
[14] Sato K., Lévy Process and Infinitely Divisible Distributions (1999) · Zbl 0973.60001
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.