Stability for multidimensional jump-diffusion processes

The aim of this work is to obtain sufficient conditions for stability of multidimensional jump-diffusion processes in the sense of stability in distribution and stability at the equilibrium solution. The technique employed is to construct appropriate Lyapunov functions.

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Year of publication:	1999
Authors:	Wee, In-Suk
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 80.1999, 2, p. 193-209
Publisher:	Elsevier
Keywords:	Jump-diffusion Stability in distribution Stochastic stability a.s. exponential stability

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874903