Title :
On almost sure exponential stabilization and destabilization of stochastic differential delay system by Lévy noise
Author :
Liu Dezhi ; Wang Weiqun ; Zhang Guangchen
Author_Institution :
Sch. of Stat. & Appl. Math., Anhui Univ. of Finance & Econ., Bengbu, China
Abstract :
Lévy noise has been employed to stabilize the differential delay system, which have generalized the Brownian motion case, and we deal with the inevitable delay problem. The sufficient conditions of stabilization and destabilization have been given in the main results, and we discuss the reasons of increasing conservatism in the final section of the paper.
Keywords :
Brownian motion; asymptotic stability; delay systems; noise; stochastic systems; Brownian motion case; Lévy noise; almost sure exponential destabilization; almost sure exponential stabilization; inevitable delay problem; stochastic differential delay system; Asymptotic stability; Delay systems; Delays; Differential equations; Mathematical model; Noise; Stochastic processes; Almost sure; Delay; Destabilization; Lévy process; Stabilization;
Conference_Titel :
Control Conference (CCC), 2014 33rd Chinese
Conference_Location :
Nanjing
DOI :
10.1109/ChiCC.2014.6895980
