scientific article; zbMATH DE number 2034522

zbMath1038.60046MaRDI QIDQ4445185

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Publication date: 28 January 2004

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zbMATH Keywords

invariant measureLyapunov exponentstochastic jump-diffusion equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels ⋮ Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis ⋮ Risk-sensitive zero-sum stochastic differential game for jump-diffusions ⋮ Risk-sensitive control for a class of diffusions with jumps

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