STABILITY ANALYSIS OF STOCHASTIC DYNAMIC SYSTEMS UNDER POISSON PERTURBATIONS. Ⅰ. GENERAL ANALYSIS OF STABILITY OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS UNDER POISSON PERTURBATIONS

摘要

Using the second Lyapunov method, the exponential p-stability, mean square stability, p-stability, and stability with probability 1 are established for nonlinear stochastic differential equations under Poisson perturbations.