• DocumentCode
    232085
  • Title

    Stability of stochastic differential equations with Lévy noise

  • Author

    Zhu Quanxin

  • Author_Institution
    Inst. of Finance & Stat., Nanjing Normal Univ., Nanjing, China
  • fYear
    2014
  • fDate
    28-30 July 2014
  • Firstpage
    5211
  • Lastpage
    5216
  • Abstract
    In this paper, we study a class of stochastic differential equations with Lévy noise. We propose several sufficient conditions under which we investigate the asymptotic stability in the pth moment. Moreover, we provide an example to illustrate the effectiveness of the theoretical results.
  • Keywords
    asymptotic stability; differential equations; stochastic processes; Lévy noise; asymptotic stability; pth moment; stochastic differential equations; sufficient conditions; Asymptotic stability; Differential equations; Educational institutions; Noise; Stability analysis; Stochastic processes; Vectors; Asymptotic stability in the pth Moment; Lévy Noise; Stochastic Differential Equation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (CCC), 2014 33rd Chinese
  • Conference_Location
    Nanjing
  • Type

    conf

  • DOI
    10.1109/ChiCC.2014.6895828
  • Filename
    6895828
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=232085