Stability for multidimensional jump-diffusion processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:80

Article

Wee, IS

关键词: jump-diffusion;    stability in distribution;    stochastic stability;    as exponential stability;   

DOI  :  10.1016/S0304-4149(98)00078-7

来源: Elsevier

【 摘 要 】

The aim of this work is to obtain sufficient conditions for stability of multidimensional jump-diffusion processes in the sense of stability in distribution and stability at the equilibrium solution. The technique employed is to construct appropriate Lyapunov functions. (C) 1999 Elsevier Science B.V. All rights reserved.

【 授权许可】

Free