Stochastic stabilization of differential systems with general decay rate

Dynamic robust stabilization of stochastic differential control systems

General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay

So far there are not many results on the stability for stochastic functional differential equations with infinite delay. Themain aim of this paper is to establish some new criteria on the stability with general decay rate for stochastic functional differential equations with infinite delay. To illustrate the applications of our theories clearly, this paper also examines a scalar infinite delay ...

Impulsive stabilization of stochastic functional differential equations

This paper investigates impulsive stabilization of stochastic delay differential equations. Both moment and almost sure exponential stability criteria are established using the Lyapunov–Razumikhinmethod. It is shown that an unstable stochastic delay system can be successfully stabilized by impulses. The results can be easily applied to stochastic systems with arbitrarily large delays. An exampl...

Simulating Exchange Rate Volatility in Iran Using Stochastic Differential ‎Equations‎

‎The main purpose of this paper is to analyze the exchange rate volatility in Iran in the time period between 2011/11/27 and 2017/02/25 on a daily basis. As a tradable asset and as an important and effective economic  variable, exchange rate plays a decisive role in the economy of a country. In a successful economic management, the modeling and prediction of the exchange rate volatility is esse...

Decay rate constrained stabilization of positive systems using static output feedback

This paper investigates the stabilization problem by means of a static output feedback control for positive systems with/without interval uncertainties. The designed closed-loop system is ensured to be positive and stable with a prescribed decay rate. Necessary and sufficient conditions for the existence of such controllers are established in terms of linear matrix inequalities together with a ...