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

MaRDI QIDQ2859797zbMATH OpenFDO

Authors Yanlei Wu

Publication date 19 November 2013

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

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)

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Cited in

(2)

• pth 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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