Abstract
Using the second Lyapunov method, the exponential p-stability, mean square stability, p-stability, and stability with probability 1 are established for nonlinear stochastic differential equations under Poisson perturbations.
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Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 66–78, July–August 2005.
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Darijtchuk, I.V., Jasynsky, V.K. & Jasynsky, E.V. Stability Analysis of Stochastic Dynamic Systems under Poisson Perturbations. I. General Analysis of Stability of Solutions of Stochastic Differential Equations under Poisson Perturbations. Cybern Syst Anal 41, 531–540 (2005). https://doi.org/10.1007/s10559-005-0088-6
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DOI: https://doi.org/10.1007/s10559-005-0088-6