Stability of the trivial solution for linear stochastic differential equations with Poisson white noise (Q4822770): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:34, 5 March 2024
scientific article; zbMATH DE number 2110249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of the trivial solution for linear stochastic differential equations with Poisson white noise |
scientific article; zbMATH DE number 2110249 |
Statements
Stability of the trivial solution for linear stochastic differential equations with Poisson white noise (English)
0 references
25 October 2004
0 references
linear stochastic differential equations
0 references
Poisson white noise
0 references
compound Poisson process
0 references
Markov chain
0 references
ergodicity criterion
0 references
asymptotic stability
0 references
Lyapunov exponent
0 references
semimartingales
0 references
