Moment boundedness for hybrid linear systems with state resetting
Consider the hybrid linear system with jumps
where is a Wiener process, is a counting process, and satisfies a moment condition of order . Moment-boundedness claim. If satisfies the moment condition of order , then
holds for .
This claim concerns uniform-in-time moment stability for a hybrid linear system whose state is reset at the jump times of a counting process. The supplied text does not indicate whether the claim is conjectural or has been established.
References
Primary source
L. Gerencser and M. Manfay, “Stability of hybrid Levy systems”, arXiv:1401.1069 (2014).
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