Stability for multidimensional jump-diffusion processes

In-Suk Wee

Stochastic Processes and their Applications, 1999, vol. 80, issue 2, 193-209

Abstract: 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.

Keywords: Jump-diffusion; Stability; in; distribution; Stochastic; stability; a.s.; exponential; stability (search for similar items in EconPapers)
Date: 1999
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