Stochastic Liénard equations with state-dependent switching

被引:0
|
作者
Fu-bao Xi
G. Yin
机构
[1] Beijing Institute of Technology,School of Mathematics
[2] Beijing Institute of Technology,Beijing Key Laboratory on MCAACI
[3] Wayne State University,Department of Mathematics
关键词
stochastic Liénard equation; state-dependent switching; strong Feller property; positive Harris recurrence; exponential ergodicity; 60J60; 60J27; 34D25;
D O I
暂无
中图分类号
学科分类号
摘要
This work focuses on stochastic Liénard equations with state-dependent switching. First, the existence and uniqueness of a strong solution are obtained by successive construction method. Next, strong Feller property is proved by introducing certain auxiliary processes and using the Radon-Nikodym derivatives and truncation arguments. Based on these results, positive Harris recurrence and exponential ergodicity are obtained under the Foster-Lyapunov drift conditions. Finally, examples using van der Pol equations are presented for illustrations, and the corresponding Foster-Lyapunov functions for the examples are constructed explicitly.
引用
收藏
页码:893 / 908
页数:15
相关论文
共 50 条
  • [31] On the stability of diffusion processes with state-dependent switching
    Fubao Xi
    Liqin Zhao
    Science in China Series A: Mathematics, 2006, 49 : 1258 - 1274
  • [32] Distributed Synthesis of State-Dependent Switching Control
    Le Coent, Adrien
    Fribourg, Laurent
    Markey, Nicolas
    De Vuyst, Florian
    Chamoin, Ludovic
    REACHABILITY PROBLEMS, RP 2016, 2016, 9899 : 119 - 133
  • [33] On the importance of the coexistence of time and state-dependent switching
    Mandal, Dhrubajyoti
    CHAOS SOLITONS & FRACTALS, 2018, 115 : 154 - 159
  • [34] On the stability of diffusion processes with state-dependent switching
    XI Fubao & ZHAO Liqin Department of Mathematics
    School of Mathematical Sciences
    Science in China(Series A:Mathematics), 2006, (09) : 1258 - 1274
  • [35] Stability of degenerate diffusions with state-dependent switching
    Basak, GK
    Bisi, A
    Ghosh, MK
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1999, 240 (01) : 219 - 248
  • [36] The Smoluchowski-Kramers Limit of Stochastic Differential Equations with Arbitrary State-Dependent Friction
    Hottovy, Scott
    McDaniel, Austin
    Volpe, Giovanni
    Wehr, Jan
    COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2015, 336 (03) : 1259 - 1283
  • [37] The Smoluchowski-Kramers Limit of Stochastic Differential Equations with Arbitrary State-Dependent Friction
    Scott Hottovy
    Austin McDaniel
    Giovanni Volpe
    Jan Wehr
    Communications in Mathematical Physics, 2015, 336 : 1259 - 1283
  • [38] Approximate controllability of neutral stochastic integro-differential equations with state-dependent delay
    Li, Meili
    Huang, Mingcui
    Liu, Man
    JOURNAL OF COUPLED SYSTEMS AND MULTISCALE DYNAMICS, 2016, 4 (02) : 119 - 128
  • [39] Existence of solutions for impulsive partial stochastic neutral integrodifferential equations with state-dependent delay
    Zuomao Yan
    Xingxue Yan
    Collectanea Mathematica, 2013, 64 : 235 - 250
  • [40] Existence of solutions for impulsive partial stochastic neutral integrodifferential equations with state-dependent delay
    Yan, Zuomao
    Yan, Xingxue
    COLLECTANEA MATHEMATICA, 2013, 64 (02) : 235 - 250