Almost sure and moment exponential stability of regime-switching jump diffusions (Q4591239)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Almost sure and moment exponential stability of regime-switching jump diffusions |
scientific article; zbMATH DE number 6806448
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
13 November 2017
0 references
regime-switching jump diffusion
0 references
almost sure exponential stability
0 references
\(p\)th moment exponential stability
0 references
Lyapunov exponent
0 references
Poisson random measure
0 references
0.8782148361206055
0 references
0.8781776428222656
0 references
0.8611013293266296
0 references
0.8525423407554626
0 references
0.8503490090370178
0 references
