Stability properties of constrained jump-diffusion processes (Q1858669)
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scientific article; zbMATH DE number 1868601
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| English | Stability properties of constrained jump-diffusion processes |
scientific article; zbMATH DE number 1868601 |
Statements
Stability properties of constrained jump-diffusion processes (English)
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13 February 2003
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jump diffusion processes
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Skorokhod map
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stability cone
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Harris recurrence
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0.9318694
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0.92838264
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0.92838264
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0.92551655
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0.9248007
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0.9222722
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0.9146193
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0.90958667
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