Stability for multidimensional jump-diffusion processes

DOI10.1016/S0304-4149(98)00078-7zbMath0962.60046MaRDI QIDQ1593618

In-Suk Wee

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic stabilityjump-diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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