scientific article; zbMATH DE number 2034522

zbMATH Open1038.60046MaRDI QIDQ4445185FDOQ4445185

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Publication date: 28 January 2004

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zbMATH Keywords

invariant measureLyapunov exponentstochastic jump-diffusion equation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Asymptotic stability in control theory (93D20)

Cited In (17)

• Risk-sensitive control for a class of diffusions with jumps
• Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
• Estimates and exact expressions for lyapunov exponents of stochastic linear differential equations
• Title not available (Why is that?)
• Large deviations for invariant measures of stochastic differential equations with jumps
• Lyapunov exponents for stochastic differential equations with infinite memory and application to stochastic Navier-Stokes equations
• Coincidence of Lyapunov exponents and central exponents of linear Itō stochastic differential equations with nondegenerate stochastic term
• Invariant Sets of Systems of Stochastic Differential Equations with Jumps
• Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process
• Title not available (Why is that?)
• Almost sure stability of linear stochastic differential equations with jumps
• Title not available (Why is that?)
• Risk-sensitive zero-sum stochastic differential game for jump-diffusions
• Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels
• On the Asymptotics of Solutions of Stochastic Differential Equations with Jumps
• Stationary measures for stochastic differential equations with jumps
• Title not available (Why is that?)

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