Asymptotic stability in the p th moment for stochastic differential equations with Lévy noise-Reference-Cited by-同舟云学术

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Asymptotic stability in the p th moment for stochastic differential equations with Lévy noise

Published:2014-08 Issue:1 Volume:416 Page:126-142
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Zhu Quanxin

Funder

National Natural Science Foundation of China

Natural Science Foundation of Zhejiang Province

Natural Science Foundation of Jiangsu Province

Natural Science Foundation of Ningbo

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference19 articles.

1. Lévy Processes and Stochastic Calculus;Applebaum,2004

2. Asymptotic stability of stochastic differential equations driven by Lévy noise;Applebaum;J. Appl. Probab.,2009

3. Stochastic stabilization of dynamical systems using Lévy noise;Applebaum;Stoch. Dyn.,2010

4. Lévy Processes;Bertoin,1996

5. Financial Modelling with Jump Processes;Cont,2004

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