Stability of nonlinear regime-switching jump diffusion

DOI10.1016/J.NA.2012.02.007zbMath1300.60100arXiv1401.4471OpenAlexW1972449093MaRDI QIDQ414505

Zhixin Yang, G. George Yin

Publication date: 11 May 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.4471

zbMATH Keywords

jump diffusionsmooth dependence on initial datastability in distributionstability in the largeswitching process

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Uses Software

• Boids

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