Almost sure and moment exponential stability of regime-switching jump diffusions (Q4591239)
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scientific article; zbMATH DE number 6806448
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| English | Almost sure and moment exponential stability of regime-switching jump diffusions |
scientific article; zbMATH DE number 6806448 |
Statements
Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (English)
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13 November 2017
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regime-switching jump diffusion
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almost sure exponential stability
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\(p\)th moment exponential stability
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Lyapunov exponent
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Poisson random measure
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0.8782148361206055
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0.8781776428222656
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0.8611013293266296
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0.8525423407554626
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0.8503490090370178
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