Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239): Difference between revisions

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Latest revision as of 17:56, 14 July 2024

scientific article; zbMATH DE number 6806448
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English
Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions
scientific article; zbMATH DE number 6806448

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    Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (English)
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    13 November 2017
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    regime-switching jump diffusion
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    almost sure exponential stability
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    \(p\)th moment exponential stability
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    Lyapunov exponent
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    Poisson random measure
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