\(p\)-moment stability of stochastic differential equations with jumps

DOI10.1016/S0096-3003(03)00573-3zbMath1042.60036OpenAlexW1964656384MaRDI QIDQ1826801

Dong Han, Xianzhang Meng, Shujin Wu

Publication date: 6 August 2004

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(03)00573-3

zbMATH Keywords

Lyapunov function\(p\)-moment stabilitystochastic differential equation with jumps

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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Cites Work

• Stability of stochastic differential equations with Markovian switching
• Stability of a random diffusion with linear drift
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Stochastic differential equations. An introduction with applications.

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