On the exponential stability of switching-diffusion processes with jumps
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Publication:4922286
Abstract: In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show that: (i) the criterion to guarantee pathwise stability does not rely on the moment stability of the system; (ii) the sample Lyapunov exponent obtained is generally smaller than that of the counterpart driven by a Wiener process; (iii) due to the Markovian switching the overall system can become pathwise exponentially stable although some subsystems are not stable.
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Cited in
(13)- Stability in distribution and stabilization of switching jump diffusions
- A self-exciting switching jump diffusion: properties, calibration and hitting time
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