Stability of SDE with Poisson Jumps and Markovian Switchings

摘要：

The aim of this article is to discuss the stability of SDE with Markovian switchings and poisson jumps. Some stability and non-stability criteria are obtained under mild conditions, and in a special case, the Feymann-Kacformula is given.

关键词： Stochastic Stability SDE with Jumps Markovian SwitchingAMS (MOS) Subject

作者: ZHANG Xiaofei TIAN Jinfang

作者单位: School of Statistics and Mathematics, Shandong Economic of University, Jinan, P.R.China, 250014

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-7

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）