This paper aims to determine that the Lévy noise can stabilize the given differential equations with time-varying delay, which has generalized the Brownian motion case. An analysis is developed and sufficient conditions on the stabilization for stochastic differential equations with time-varying delay are presented. Our stabilization criteria is in terms of linear matrix inequalities (LMIs), whence the feedback controls can be designed more easily in practice.
Dynamics and Dynamical Systems | Numerical Analysis and Computation
Liu, D., Wang, W. & Menaldi, J.L. Nonlinear Dyn (2015) 79: 163. doi: 10.1007/s11071-014-1653-1