Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

By David Applebaum, M. Siakalli. Journal of Applied Probability, 2009

133 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/4c5120a4ba4f85ff6cedc78463803b242d09cdbb

Citations in the corpus

• Stability analysis for stochastic hybrid systems: A survey (2014, unknown): “…processes (Antunes, Hespanha, & Silvestre, 2010, 2012, 2013a,b; Hespanha & Teel, 2006), diffusions driven by Lévy processes (Applebaum, 2009; Applebaum & Siakalli, 2009; Bass, 2004; Fujiwara & Kunita, 1985), impulsive stochastic systems with Markovian switching (Hu, Shi, & Huang, 2006; Wu &…”