DocumentCode
424269
Title
Stability for multidimensional jump-diffusion processes
Author
Zhang, Qi-Min ; Li, Xi-Ning
Author_Institution
Fac. of Math. & Comput. Sci., Ningxia Univ., Yinchuan, China
Volume
2
fYear
2004
fDate
26-29 Aug. 2004
Firstpage
753
Abstract
The aim of this work is to obtain sufficient conditions for stability of multidimensional jump-diffusion processes in the sense of exponential stability. The technique employed is to construct appropriate Lyapunov functions.
Keywords
Lyapunov methods; asymptotic stability; stochastic processes; Lyapunov functions; exponential stability; multidimensional jump-diffusion process stability; Computer science; Diffusion processes; Lyapunov method; Mathematics; Multidimensional systems; Pricing; Security; Stability; Stochastic processes; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics, 2004. Proceedings of 2004 International Conference on
Print_ISBN
0-7803-8403-2
Type
conf
DOI
10.1109/ICMLC.2004.1382285
Filename
1382285
Link To Document