Stability of nonlinear regime-switching jump diffusion
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Publication:414505
DOI10.1016/j.na.2012.02.007zbMath1300.60100arXiv1401.4471MaRDI QIDQ414505
Publication date: 11 May 2012
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.4471
jump diffusion; smooth dependence on initial data; stability in distribution; stability in the large; switching process
60J60: Diffusion processes
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