Title of article :
Stability for multidimensional jump-diffusion processes
Author/Authors :
Wee، نويسنده , , In-Suk، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
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
Journal title :
Stochastic Processes and their Applications
