Stochastic stability for nonlinear systems driven by Lévy noise

被引：4
|
作者：
Yong Xu
Xi-Ying Wang
Hui-Qing Zhang
Wei Xu
机构：
[1] Northwestern Polytechnical University,Department of Applied Mathematics
来源：
Nonlinear Dynamics | 2012年 / 68卷
关键词：
Stochastic stability; The equivalent linearization; Stochastic differential equations (SDEs); Lyapunov exponents; Lévy process;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper is to investigate the stochastic stability for nonlinear systems with Lévy process based on Lyapunov exponents. A method of equivalent linearization is proposed to reduce and simplify the original systems. And the mean square responses are carried out to verify the effectiveness of the proposed approach. Then the Lyapunov exponents will be defined and derived to explore the stochastic stability, and two examples are presented to demonstrate the procedure of equivalent linearization and stochastic stability is considered for these two special examples. The results show that the technique of equivalent linearization can be used to study nonlinear systems excited by Lévy noise.
引用
收藏
页码：7 / 15
页数：8
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