Title of article
Stability for multidimensional jump-diffusion processes
Author/Authors
Wee، نويسنده , , In-Suk، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
17
From page
193
To page
209
Abstract
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.
Keywords
Jump-diffusion , Stochastic stability , Stability in distribution , a.s. exponential stability
Journal title
Stochastic Processes and their Applications
Serial Year
1999
Journal title
Stochastic Processes and their Applications
Record number
1576403
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