Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (Q3402062)

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Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
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    Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (English)
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    2 February 2010
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    stochastic differential equation
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    Lévy noise
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    Poisson random measure
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    Brownian motion
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    almost-sure asymptotic stability
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    moment exponential stability
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    Lyapunov exponent
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