Stability analysis for hybrid stochastic differential equations driven by Ornstein–Uhlenbeck process
Abstract
In this paper, we derive the stability and instability criteria for hybrid stochastic systems driven by the Ornstein–Uhlenbeck process. The results indicate that almost surely exponentially stable and instability are dependent on the intensities of both the Markovian jump noise and the Ornstein–Uhlenbeck process noise. Furthermore, sufficient conditions for asymptotic stability in distribution are derived using Lyapunov functions and M-matrices. To validate our results, we present several representative examples along with corresponding simulation outcomes.
Fields of Study & Subjects
Stability and Control of Uncertain Systems
Nonlinear Differential Equations Analysis
stochastic dynamics and bifurcation
Publication details
- Journal / source
- Stochastics
- Volume
- 98
- Issue
- 5
- Pages
- 844–860
- Publication date
- 11 February 2026
- Language
- EN