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 :
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