Stability of the trivial solution for linear stochastic differential equations with Poisson white noise (Q4822770)
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scientific article; zbMATH DE number 2110249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of the trivial solution for linear stochastic differential equations with Poisson white noise |
scientific article; zbMATH DE number 2110249 |
Statements
Stability of the trivial solution for linear stochastic differential equations with Poisson white noise (English)
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25 October 2004
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linear stochastic differential equations
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Poisson white noise
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compound Poisson process
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Markov chain
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ergodicity criterion
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asymptotic stability
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Lyapunov exponent
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semimartingales
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