Stochastic stability for nonlinear systems driven by Lévy noise

Yong Xu, Xi Ying Wang, Hui Qing Zhang, Wei Xu

科研成果: 期刊稿件文章同行评审

52 引用 (Scopus)

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.

源语言英语
页(从-至)7-15
页数9
期刊Nonlinear Dynamics
68
1-2
DOI
出版状态已出版 - 4月 2012

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