Asymptotic stability of stochastic differential equations driven by lévy noise

Journal of Applied Probability

Volumn 46, Issue 4, 2009, Pages 1116-1129

  Applebaum, David ^a   Siakalli, Michailina ^a  

^a UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

Almost sure asymptotic stability; Brownian motion; L ; Lyapunov exponent; Moment exponential stability; Poisson random measure; Stochastic differential equation; Vy noise

Indexed keywords

EID: 76449090625     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1261670692     Document Type: Article

References (20)

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