Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (Q3402062): Difference between revisions
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scientific article
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English | Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise |
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Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (English)
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2 February 2010
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stochastic differential equation
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Lévy noise
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Poisson random measure
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Brownian motion
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almost-sure asymptotic stability
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moment exponential stability
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Lyapunov exponent
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