Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (Q3402062): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1239/jap/1261670692 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1239/jap/1261670692 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2078413191 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy-driven CARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3283995 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lyapunov exponents for nonlinear systems with Poisson white noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of the trivial solution for linear stochastic differential equations with Poisson white noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4758141 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of stability of stochastic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5700325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure stability of linear stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999821 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4303533 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic stabilization and destabilization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4369402 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential stability of stochastic differential equations driven by discontinuous semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied stochastic control of jump diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1239/JAP/1261670692 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:57, 21 December 2024

scientific article
Language Label Description Also known as
English
Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
scientific article

    Statements

    Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (English)
    0 references
    0 references
    0 references
    2 February 2010
    0 references
    stochastic differential equation
    0 references
    Lévy noise
    0 references
    Poisson random measure
    0 references
    Brownian motion
    0 references
    almost-sure asymptotic stability
    0 references
    moment exponential stability
    0 references
    Lyapunov exponent
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references