Stochastic impulsive processes on a superposition of two renewal processes
نویسندگان
چکیده
منابع مشابه
Stochastic Impulsive Systems Driven by Renewal Processes
Abstract— Stochastic impulsive systems are defined by a diffusion process with jumps triggered by a renewal process, i.e., the intervals between jumps are independent and identically distributed. We construct a model for such systems based on jump-diffusion equations and provide Lyapunov-based conditions that guarantee their mean-square stability. As an application, we show that stochastic impu...
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ژورنال
عنوان ژورنال: Journal of Mathematical Sciences
سال: 2015
ISSN: 1072-3374,1573-8795
DOI: 10.1007/s10958-015-2293-9