About stabilization by Poisson's jumps for stochastic differential equations

DOI10.1016/J.AML.2024.109068MaRDI QIDQ6549124FDOQ6549124

Authors: Leonid Shaikhet 

Publication date: 3 June 2024

Published in: Applied Mathematics Letters (Search for Journal in Brave)

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zbMATH Keywords

Lyapunov functionnumerical simulationstochastic differential equationsPoisson jumpsstabilization by noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• Stability of functional differential equations
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• Stability of regime-switching stochastic differential equations
• Lyapunov functionals and stability of stochastic functional differential equations
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• Stability of the neoclassical growth model under perturbations of the type of Poisson's jumps: analytical and numerical analysis

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