Stability of Stochastic Differential Equations with Lévy Noise

摘要：

　　In this paper,we study a class of stochastic differential equations with Lévy noise.We propose several sufficient conditions under which we investigate the asymptotic stability in the pth moment.Moreover,we provide an example to illustrate the effectiveness of the theoretical results.

关键词： Stochastic Differential Equation Asymptotic stability in the pth Moment Levy Noise

作者: ZHU Quanxin

作者单位: School of Mathematical Sciences and Institute of Finance and Statistics,Nanjing Normal University,Nanjing 210023,Jiangsu,P.R.China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 5211-5216

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）