Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239)
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scientific article; zbMATH DE number 6806448
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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