Stability of coupled jump diffusions and applications

JOURNAL OF DIFFERENTIAL EQUATIONS(2024)

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摘要
This paper develops stability and stabilization for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (component) is operated under the influ-ence of other subsystems (components). It derives sufficient conditions under which the underlying system of coupled jump diffusions is stable. The results are then applied to investigate the stability of linearizable jump diffusions, fast-slow coupled jump diffusions. Moreover, weak stabilization of interacting systems and consensus of leader-following systems are examined.(c) 2023 Elsevier Inc. All rights reserved.
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关键词
Coupled switching jump diffusion,Lyapunov exponent,Stability,Stabilization
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