Almost sure stability of linear stochastic differential equations with jumps

DOI10.1007/s004400200198zbMath1019.34055OpenAlexW2014330643MaRDI QIDQ1849495

Yanyan Li

Publication date: 1 December 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400200198

zbMATH Keywords

invariant measurelarge deviationsLyapunov exponentPoisson random measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Large deviations (60F10) Structural stability and analogous concepts of solutions to ordinary differential equations (34D30) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Transition functions, generators and resolvents (60J35) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10)

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