Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise

DOI10.1016/j.jmaa.2014.02.016zbMath1309.60065OpenAlexW2075707745MaRDI QIDQ402962

Quanxin Zhu

Publication date: 29 August 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.02.016

zbMATH Keywords

asymptotic stabilitystochastic differential equationsalmost sure stabilityLévy noise\(p\)-th moment

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Financial Modelling with Jump Processes
• Lévy Processes and Stochastic Calculus
• Stochastic Differential Equations with Markovian Switching

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