Stabilization of Stochastic Jump Discontinuous Systems

This paper investigates stability analysis for strict-feedback nonlinear stochastic differential system (SDS) influenced by Poisson process. The method of backstepping is employed to design the control function that globally asymptotically stabilizes the considered system. The fourth-moment global exponential stability is derived for the system using Lyapunov function and the proposed results are validated by a numerical example.