Publication:2771533
From MaRDI portal
zbMath0998.60059MaRDI QIDQ2771533
Yuriy Kazmerchuk, Anatoliy Swishchuk
Publication date: 17 February 2002
stability; stochastic delay equations; Lyapunov method; Poisson jumps; financial models; Markovian switchings
62P05: Applications of statistics to actuarial sciences and financial mathematics
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory
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