Stability theorem for stochastic differential equations with jumps

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

Authors: Yuji Kasahara, Keigo Yamada 

Publication date: 1991

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

Recommendations

• A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
• Stability of strong solutions of stochastic differential equations
• \(p\)-moment stability of stochastic differential equations with jumps
• scientific article; zbMATH DE number 883259
• scientific article; zbMATH DE number 797355

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Calcul stochastique et problèmes de martingales
• Stability of strong solutions of stochastic differential equations
• Title not available (Why is that?)
• A limit theorem for turbulent diffusion
• A martingale approach to the Poisson convergence of simple point processes
• Some limit theorems for simple point processes (a martingale approach)
• Limit theorems for point processes and their functionals
• Title not available (Why is that?)
• Regularly varying functions in the theory of simple branching processes
• A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
• Local times for a class of purely discontinuous martingales
• Limit theorems for jump shock models
• Title not available (Why is that?)
• On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence

Cited In (20)

• Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data
• Approximation and stability of solutions of SDEs driven by a symmetric \(\alpha\) stable process with non-Lipschitz coefficients
• Convergence of solutions and their exit times in diffusion models with jumps
• The stability conditions associated to the jump processes
• Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion
• Retarded jump-diffusion equations and stability.
• On transience of solutions of stochastic differential equations with jumps
• 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
• Convergence of hitting times for jump-diffusion processes
• Limit theorems for local times and applications to SDEs with jumps
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Asymptotics of Solutions of Stochastic Differential Equations with Jumps
• On sequential construction of solutions of stochastic differential equations with jump terms
• Sensitivity analysis for jump processes
• Stationary measures for stochastic differential equations with jumps
• A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems

This page was built for publication: Stability theorem for stochastic differential equations with jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q809458)