The L^p estimation of neutral doubly perturbed stochastic differential equations driven by Lèvy processes

zbMATH Open1289.60106MaRDI QIDQ2859797FDOQ2859797

Authors: Yanlei Wu 

Publication date: 19 November 2013

Published in: Journal of Systems Science and Mathematical Sciences (Search for Journal in Brave)

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zbMATH Keywords

almost sure exponential stabilitycontinuity of \(p\)th moment\(L^p\) estimation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50)

Cited In (2)

• \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes
• Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process

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