Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps

Mingmei Sun and Meng Xu

Physica A: Statistical Mechanics and its Applications, 2017, vol. 487, issue C, 58-73

Abstract: A class of stochastic singular hybrid systems driven by both Brownian motion and Poisson jumps are studied. This paper is devoted to discussing the exponential stability and interval stability of such stochastic singular hybrid systems. The concept of interval admissibility is proposed. Sufficient conditions are given for exponential mean square admissibility and interval admissibility by using Itô’s formula, H-representation and spectrum technique. Finally, two simulation cases are presented to demonstrate the theoretical results.

Keywords: Brownian motion; Poisson random measure; Stochastic singular hybrid systems; Exponential stability; Interval stability; Markov chain (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:487:y:2017:i:c:p:58-73

DOI: 10.1016/j.physa.2017.05.071

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