Stability for multidimensional jump-diffusion processes
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.
Year of publication: |
1999
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---|---|
Authors: | Wee, In-Suk |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 80.1999, 2, p. 193-209
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Publisher: |
Elsevier |
Keywords: | Jump-diffusion Stability in distribution Stochastic stability a.s. exponential stability |
Saved in:
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