Tua A. Tamba and Yul Y. Nazaruddin
 C.W. Gardiner, Handbook of stochastic methods for physics, chemistry and the natural sciences (Springer series in synergetics) (Berlin: Springer, 1985).
 X. Mao, Stochastic diﬀerential equations and applications (Amsterdam: Elsevier, 2007).
 A.R. Teel, A. Subbaraman, and A. Sferlazza, Stability analysis for stochastic hybrid systems: A survey, Automatica, 50(10), 2014, 2435–2456.
 H.J. Kushner, A partial history of the early development of continuous-time nonlinear stochastic systems theory, Automatica, 50(2), 2014, 303–334.
 H. Mekki, M. Chtourou, and N. Derbel, Stochastic approximation based adaptive neural control for a class of nonlinear systems, Control and Intelligent Systems, 33(3), 2005, 190–198.
 R.C. Noven, A.E.D. Veraart, and A. Gandy, A L´evy-driven rainfall model with applications to futures pricing, Advances in Statistical Analysis, 99(4), 2015, 403–432.
 R.C. Merton, Option pricing when underlying stock returns are discontinuous, Journal of Financial Economics, 3(1–2), 1976, 125–144.
 C.W. Chang, J.S. Chang, and M.-M. Wen, Optimum hurricane futures hedge in a warming environment: A risk-return jump-diﬀusion approach, Journal of Risk and Insurance, 43, 2014, 199–217.
 P.C. Bressloﬀ and J.M. Newby, Stochastic models of intra-cellular transport, Reviews of Modern Physics, 85(1), 2013, 135–200.
 A. Patel and B. Kosko, Stochastic resonance in continuous and spiking neuron models with L´evy noise, IEEE Transactions on Neural Networks, 19, 2008, 1993–2008.
 J.J. Westman and F.B. Hanson, Nonlinear state dynamics: Computational methods and manufacturing application, International Journal of Control, 73(6), 2000, 464–480.
 I. Kolmanovsky and T.L. Maizenberg, Optimal containment control for a class of stochastic systems perturbed by Poisson and Wiener processes, Proc. American Control Conf., Anchorage, AK, 2002, 322–327.
 F. Gao and F. Yuan, Finite-time stabilization for a class of stochastic nonlinear systems, Control and Intelligent Systems, 41(2), 2013, 71–77.
 A. Ismail, M. S. Mahmoud, and P. Shi, Output feedbackstabilization and disturbance attenuation of time-delay systems with Markovian jump parameters, Control and Intelligent Systems, 32(3), 2004, 193–206.
 D. Applebaum, L´evy processes and stochastic calculus (Cambridge: Cambridge University Press, 2009).
 D. Applebaum and M. Siakkali, Asymptotic stability of stochastic diﬀerential equations driven by L´evy noise, Journal of Applied Probability, 46(4), 2009, 1116–1129.
 Y. Xu, X.-Y. Wang, H.-Q. Zhang and W. Xu, Stochasticstability for nonlinear systems driven by L´evy noise, Nonlinear Dynamics, 68, 2012, 7–15.
 Z. Quanxin, Stability of stochastic diﬀerential equations with L´evy noise, Proc. Chinese Control Conf., Nanjing, China, 2014, 5211–5216.
 Q. Zhu, Asymptotic stability in the pth moment for stochastic diﬀerential equations with L´evy noise, Journal of Mathematical Analysis and Applications, 416(1), 2014, 126–142.
 D. Applebaum and M. Siakalli, Stochastic stabilization of dynamical systems using L´evy noise, Stochastics and Dynamics, 10, 2010, 509–527.