Stability of nonlinear regime-switching jump diffusion (Q414505): Difference between revisions
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Property / author: G. George Yin / rank | |||
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Property / author: G. George Yin / rank | |||
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This work is devoted to systems of switching jump diffusions. The authors aims in this paper are to establish a number of results on different modes of stability that have not been studied for switching jump diffusions to date, at least to the best of their knowledge. They begin with asymptotic stability in the large, proceed to exponential \(p\)-stability and obtain smooth dependence on the initial data. Using the smooth dependence, necessary conditions for exponential \(p\)-stability are derived. Then criteria for asymptotic stability in distribution are provided. | |||
Property / review text: This work is devoted to systems of switching jump diffusions. The authors aims in this paper are to establish a number of results on different modes of stability that have not been studied for switching jump diffusions to date, at least to the best of their knowledge. They begin with asymptotic stability in the large, proceed to exponential \(p\)-stability and obtain smooth dependence on the initial data. Using the smooth dependence, necessary conditions for exponential \(p\)-stability are derived. Then criteria for asymptotic stability in distribution are provided. / rank | |||
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Property / reviewed by: Nicko G. Gamkrelidze / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6033206 / rank | |||
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Property / zbMATH Keywords | |||
jump diffusion | |||
Property / zbMATH Keywords: jump diffusion / rank | |||
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Property / zbMATH Keywords | |||
switching process | |||
Property / zbMATH Keywords: switching process / rank | |||
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stability in the large | |||
Property / zbMATH Keywords: stability in the large / rank | |||
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smooth dependence on initial data | |||
Property / zbMATH Keywords: smooth dependence on initial data / rank | |||
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stability in distribution | |||
Property / zbMATH Keywords: stability in distribution / rank | |||
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Property / describes a project that uses: Boids / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W1972449093 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1401.4471 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 05:07, 5 July 2024
scientific article
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English | Stability of nonlinear regime-switching jump diffusion |
scientific article |
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Stability of nonlinear regime-switching jump diffusion (English)
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11 May 2012
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This work is devoted to systems of switching jump diffusions. The authors aims in this paper are to establish a number of results on different modes of stability that have not been studied for switching jump diffusions to date, at least to the best of their knowledge. They begin with asymptotic stability in the large, proceed to exponential \(p\)-stability and obtain smooth dependence on the initial data. Using the smooth dependence, necessary conditions for exponential \(p\)-stability are derived. Then criteria for asymptotic stability in distribution are provided.
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jump diffusion
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switching process
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stability in the large
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smooth dependence on initial data
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stability in distribution
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