Stability of Regime-Switching Jump Diffusions (Q3083233)

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Stability of Regime-Switching Jump Diffusions
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    title
    Stability of Regime-Switching Jump Diffusions (English)
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    DOI
    10.1137/080738301
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    author
    George Yin
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    Fu-bao Xi
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    publication date
    21 March 2011
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    Mathematics Subject Classification ID
    60J60
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    60J27
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    93E15
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    zbMATH DE Number
    5868642
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    zbMATH Keywords
    stability in probability
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    stability almost surely
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    Lyapunov exponent
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    random switching
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    jump diffusion
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    OpenAlex ID
    W2000654116
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