The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump (Q1633556): Difference between revisions
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Revision as of 02:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump |
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The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump (English)
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20 December 2018
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In this paper the authors study a class of nonlinear stochastic differential delay equations with Poisson jump. By means of a Lyapunov function and the semi-martingale convergence theorem, they first prove the existence and uniqueness of a global solution under a local Lipschitz condition and a new nonlinear growth condition. Then some sufficient conditions ensuring the \(p\)-th moment and almost sure stability are established.
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nonlinear stochastic differential delay equation
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moment exponential stability
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almost surely exponential stability
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local Lipschitz condition
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nonlinear growth condition
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