Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
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Publication:1941102
DOI10.1016/j.jmaa.2012.10.062zbMath1260.93171OpenAlexW2039296104MaRDI QIDQ1941102
Publication date: 11 March 2013
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.10.062
stabilizabilityalmost sure instabilityalmost sure stabilitydestabilizabilityorder-preserving couplingswitching jump diffusion
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15) Diffusion processes (60J60)
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