{"entities":{"Q2907663":{"pageid":2918388,"ns":120,"title":"Item:Q2907663","lastrevid":51550229,"modified":"2026-01-18T18:05:48Z","type":"item","id":"Q2907663","labels":{"en":{"language":"en","value":"Invariant measure and stability of the solution of a stochastic differential equation driven by a jump L\u00e9vy process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6080546"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2907663$22825C01-91F8-4B83-939F-C44DB0CD34B0","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c0e564b0d92983a773ba3137150ca365d367ff1a","datavalue":{"value":"1266.60100","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2907663$FDB03D97-4D91-4A9C-A10E-8BEDF5EFA085","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"bec97ab23fc67d0c80cd262baa694e72037acad1","datavalue":{"value":{"entity-type":"item","numeric-id":2907662,"id":"Q2907662"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2907663$0A143267-A5F4-4383-B4E0-279E217C5D2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"327afccea080f78c7b71613d6a49b98723493be5","datavalue":{"value":{"entity-type":"item","numeric-id":841147,"id":"Q841147"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2907663$06076F2B-26F2-4B77-8858-AF6425BF600C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"adfcdbdc55cc2240864c19eaa36aa2c4c159a85c","datavalue":{"value":{"entity-type":"item","numeric-id":190626,"id":"Q190626"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2907663$DA5614EE-D1B1-4A76-920A-7AB010ADE38D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5eb7c028e513adb70517d5dc7c8a025b4004820b","datavalue":{"value":{"time":"+2012-09-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2907663$951C2CBD-D1D5-4715-AF3E-2B4CEED2ECB2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b8d18e95ecb2783744dd4eef86834f33449fd27b","datavalue":{"value":"http://www.m-hikari.com/ijcms/ijcms-2012/1-4-2012/index.html","type":"string"},"datatype":"url"},"type":"statement","id":"Q2907663$B98FD001-E424-4ED3-AD5D-A537E4D8DE3F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2907663$7D195DC6-C008-4EDB-823E-326FFE20E2B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"07c259578e4daea8f68034612afe756bcdd16ef7","datavalue":{"value":"60G99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2907663$064840C3-FE8A-4899-8A48-29E3CF598113","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fc648f2b3cbfd7ca947171669dbba40874dba93b","datavalue":{"value":"93D09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2907663$014ED371-208B-4DB9-A248-5293C964A415","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f2e2aa6001d11b695af88b00cb27c445be12f90b","datavalue":{"value":"37B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2907663$01FB5FEE-8D0C-4D9A-A9A6-4CFD97873A1E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d3a36c33ef1e9b72f5228058a4f9e5627f74c470","datavalue":{"value":"6080546","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2907663$8B994B47-1E20-45EF-8014-76BE3A7A50D6","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27c0b32e7784770503f10ea6fe453fd8a441e0cb","datavalue":{"value":"stochastic differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2907663$D5602839-5470-4A4A-AD2D-AD93ACF781C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc1958a97d9837cdc61cfdfcd71dfaa04af1e4e2","datavalue":{"value":"L\u00e9vy process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2907663$D905C1D1-8459-47D6-AE4C-74EA74937EC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0ede3fdd65349664ed32fe576a596a63800f79b8","datavalue":{"value":"exponential stability","type":"string"},"datatype":"string"},"type":"statement","id":"Q2907663$6D1F2BC0-AE6E-4BC1-878E-73FC4BB56C7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"52be6c7ea408d5c5f67d01903f31a6498eb97f66","datavalue":{"value":"invariant measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q2907663$23D70C4E-6EA1-4BA4-9D62-E02FD108BE7E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2907663$B36642C7-9D3C-4D8C-AEAC-839B342DDEA2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"35533d075e0186ab7efae1160fc26dc83a67532e","datavalue":{"value":{"text":"Invariant measure and stability of the solution of a stochastic differential equation driven by a jump L\u00e9vy process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2907663$08E4C460-C793-452F-AA1B-418EF121ADBE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"84e80ee93d479d344ccee2c4db7d20e7b7b5800b","datavalue":{"value":{"entity-type":"item","numeric-id":3440044,"id":"Q3440044"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2907663$BE108EE9-73EB-43E1-B15D-8F0973F38B7C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"8c835e0d7046bd10cf75de69faa3f125332b6171","datavalue":{"value":"Using Lyapunov functions the authors examine the recurrence behaviour of interest rate models driven by L\u00e9vy processes. Earlier work on the recurrence consequent on exponential ultimate boundedness is generalized. Examples to stock price models and Vasicek models are provided.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2907663$1347CF0A-017B-42AD-913E-C1A65E653D37","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"cc9a6f3d7be5ebe71e033a336cb453bb8cdc5ae7","datavalue":{"value":{"entity-type":"item","numeric-id":1409254,"id":"Q1409254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2907663$61ACD9E1-5D69-4B6D-8D19-27292D446DAD","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"29aa2d590d0df89f515c73cfbcf0467abe65b643","datavalue":{"value":{"entity-type":"item","numeric-id":5083425,"id":"Q5083425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e0fb4fb6928b83b29ddcd85b305fa93bb968254","datavalue":{"value":{"amount":"+0.8075119853019714","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2907663$5E05FFC5-D4B7-4D5B-B973-5F6042307817","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"32c2c25b84bbdea4c50621c09230f4e41aa0abb3","datavalue":{"value":{"entity-type":"item","numeric-id":2426600,"id":"Q2426600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c02a1a0243abb0407aaad5cd918ece98783a6357","datavalue":{"value":{"amount":"+0.7771166563034058","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2907663$7F13D336-A9A2-46AD-9C75-C83DF307EED6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a4d8ea62c0d4eb1989b75c188469a87679571ba8","datavalue":{"value":{"entity-type":"item","numeric-id":2740458,"id":"Q2740458"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0cc2a3a9ec303f4830a982ed7730259b53bb9adb","datavalue":{"value":{"amount":"+0.7525845766067505","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2907663$0BE30EDF-257A-40B8-9E18-3B130BA0F123","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"baed25189e9b55d39754fa4615538df14180c11c","datavalue":{"value":{"entity-type":"item","numeric-id":2075425,"id":"Q2075425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"94d1c5d83045c157cfc7af6858e5ec70fb4a2a7d","datavalue":{"value":{"amount":"+0.7516282796859741","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2907663$204FDB85-7FE5-4126-912A-90106C0C1C96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f89b3c813ef6d598622765e7be8e8b5e95377f8e","datavalue":{"value":{"entity-type":"item","numeric-id":308998,"id":"Q308998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"02d2881ffe9387458cc82eff3b0d0b5a04def87c","datavalue":{"value":{"amount":"+0.7503927946090698","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2907663$FE4DDAE2-120E-43FD-BF2F-04761FE62FD7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2907663","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2907663"}}}}}