Invariant measure and stability of the solution of a stochastic differential equation driven by a jump Lévy process
zbMATH Open1266.60100MaRDI QIDQ2907663FDOQ2907663
Authors: Chandni Bhan, Paramita Chakraborty, V. S. Mandrekar 
Publication date: 11 September 2012
Published in: International Journal of Contemporary Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: http://www.m-hikari.com/ijcms/ijcms-2012/1-4-2012/index.html
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- Sufficient conditions for terminal invariance of stochastic jump diffusion systems
- Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
- The stochastic stability of interest rates with jump changes
- Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise
- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
- Stability behavior of some well-known stochastic financial models
- Recurrence properties of term structure models
- Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise
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