Stability theorem for stochastic differential equations with jumps

DOI10.1016/0304-4149(91)90070-SzbMATH Open0733.60009MaRDI QIDQ809458FDOQ809458

Keigo Yamada, Yuji Kasahara

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationsconvergence in lawstorage processes and random walks

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (12)

• Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data
• Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion
• Retarded jump-diffusion equations and stability.
• Stability of strong solutions of stochastic differential equations
• \(p\)-moment stability of stochastic differential equations with jumps
• Title not available (Why is that?)
• Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• On sequential construction of solutions of stochastic differential equations with jump terms
• A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
• Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients

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