Tua A. Tamba and Yul Y. Nazaruddin
[1] C.W. Gardiner, Handbook of stochastic methods for physics, chemistry and the natural sciences (Springer series in synergetics) (Berlin: Springer, 1985). [2] X. Mao, Stochastic differential equations and applications (Amsterdam: Elsevier, 2007). [3] A.R. Teel, A. Subbaraman, and A. Sferlazza, Stability analysis for stochastic hybrid systems: A survey, Automatica, 50(10), 2014, 2435–2456. [4] H.J. Kushner, A partial history of the early development of continuous-time nonlinear stochastic systems theory, Automatica, 50(2), 2014, 303–334. [5] H. Mekki, M. Chtourou, and N. Derbel, Stochastic approximation based adaptive neural control for a class of nonlinear systems, Control and Intelligent Systems, 33(3), 2005, 190–198. [6] R.C. Noven, A.E.D. Veraart, and A. Gandy, A L´evy-driven rainfall model with applications to futures pricing, Advances in Statistical Analysis, 99(4), 2015, 403–432. [7] R.C. Merton, Option pricing when underlying stock returns are discontinuous, Journal of Financial Economics, 3(1–2), 1976, 125–144. [8] C.W. Chang, J.S. Chang, and M.-M. Wen, Optimum hurricane futures hedge in a warming environment: A risk-return jump-diffusion approach, Journal of Risk and Insurance, 43, 2014, 199–217. [9] P.C. Bressloff and J.M. Newby, Stochastic models of intra-cellular transport, Reviews of Modern Physics, 85(1), 2013, 135–200. [10] A. Patel and B. Kosko, Stochastic resonance in continuous and spiking neuron models with L´evy noise, IEEE Transactions on Neural Networks, 19, 2008, 1993–2008. [11] J.J. Westman and F.B. Hanson, Nonlinear state dynamics: Computational methods and manufacturing application, International Journal of Control, 73(6), 2000, 464–480. [12] I. Kolmanovsky and T.L. Maizenberg, Optimal containment control for a class of stochastic systems perturbed by Poisson and Wiener processes, Proc. American Control Conf., Anchorage, AK, 2002, 322–327. [13] F. Gao and F. Yuan, Finite-time stabilization for a class of stochastic nonlinear systems, Control and Intelligent Systems, 41(2), 2013, 71–77. [14] A. Ismail, M. S. Mahmoud, and P. Shi, Output feedbackstabilization and disturbance attenuation of time-delay systems with Markovian jump parameters, Control and Intelligent Systems, 32(3), 2004, 193–206. [15] D. Applebaum, L´evy processes and stochastic calculus (Cambridge: Cambridge University Press, 2009). [16] D. Applebaum and M. Siakkali, Asymptotic stability of stochastic differential equations driven by L´evy noise, Journal of Applied Probability, 46(4), 2009, 1116–1129. [17] Y. Xu, X.-Y. Wang, H.-Q. Zhang and W. Xu, Stochasticstability for nonlinear systems driven by L´evy noise, Nonlinear Dynamics, 68, 2012, 7–15. [18] Z. Quanxin, Stability of stochastic differential equations with L´evy noise, Proc. Chinese Control Conf., Nanjing, China, 2014, 5211–5216. [19] Q. Zhu, Asymptotic stability in the pth moment for stochastic differential equations with L´evy noise, Journal of Mathematical Analysis and Applications, 416(1), 2014, 126–142. [20] D. Applebaum and M. Siakalli, Stochastic stabilization of dynamical systems using L´evy noise, Stochastics and Dynamics, 10, 2010, 509–527.
Important Links:
Go Back