Stability of the trivial solution for linear stochastic differential equations with Poisson white noise

Journal of Physics A: Mathematical and General

Volumn 37, Issue 38, 2004, Pages 8913-8928

  Grigoriu, Mircea ^a   Samorodnitsky, Gennady ^a  

^a School of Operations Research and Industrial Engineering   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4744363377     PISSN: 03054470     EISSN: None     Source Type: Journal    
DOI: 10.1088/0305-4470/37/38/001     Document Type: Article

References (8)

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2. Gihman I I and Skorokhod A V 1969 Introduction to the Theory of Stochastic Processes (Philadelphia, PA: Saunders)
3. Grigoriu M 2002 Stochastic Calculus. Applications in Science and Engineering (Boston, MA: Birkhäuser)
4. Haken H 1983 Advanced Synergetics. Instability Hierarchies of Self-Organizing Systems and Devices (New York: Springer)
5. Horsthemke W and Lefever R 1984 Noise-Induced Transitions (New York: Springer)
6. Khas'minskii R Z 1967 Necessary and sufficient conditions for the asymptotic stability of linear systems Theory Probab. Appl. 12 144-7
7. Meyn S P and Tweedie R L 1993 Markov Chains and Stochastic Stability (New York: Springer)
8. Protter P 1990 Stochastic Integration and Differential Equations (New York: Springer)