Stability of nonlinear regime-switching jump diffusion (Q414505)
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scientific article; zbMATH DE number 6033206
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| English | Stability of nonlinear regime-switching jump diffusion |
scientific article; zbMATH DE number 6033206 |
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Stability of nonlinear regime-switching jump diffusion (English)
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11 May 2012
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This work is devoted to systems of switching jump diffusions. The authors aims in this paper are to establish a number of results on different modes of stability that have not been studied for switching jump diffusions to date, at least to the best of their knowledge. They begin with asymptotic stability in the large, proceed to exponential \(p\)-stability and obtain smooth dependence on the initial data. Using the smooth dependence, necessary conditions for exponential \(p\)-stability are derived. Then criteria for asymptotic stability in distribution are provided.
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jump diffusion
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switching process
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stability in the large
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smooth dependence on initial data
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stability in distribution
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