Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

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Publication:3402062


DOI10.1239/jap/1261670692zbMath1185.60058MaRDI QIDQ3402062

Michailina Siakalli, David Applebaum

Publication date: 2 February 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1261670692

zbMATH Keywords

stochastic differential equation; Brownian motion; Lyapunov exponent; Poisson random measure; moment exponential stability; Lévy noise; almost-sure asymptotic stability


Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93D05: Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory

93D20: Asymptotic stability in control theory


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