Title :
Stability of stochastic differential equations with Lévy noise
Author_Institution :
Inst. of Finance & Stat., Nanjing Normal Univ., Nanjing, China
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;
Conference_Titel :
Control Conference (CCC), 2014 33rd Chinese
Conference_Location :
Nanjing
DOI :
10.1109/ChiCC.2014.6895828
