Stability of the trivial solution for linear stochastic differential equations with Poisson white noise

DOI10.1088/0305-4470/37/38/001zbMath1051.60062OpenAlexW2054945692MaRDI QIDQ4822770

Gennady Samorodnitsky, Mircea D. Grigoriu

Publication date: 25 October 2004

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/37/38/001

zbMATH Keywords

semimartingalesasymptotic stabilityMarkov chainLyapunov exponentcompound Poisson processPoisson white noiselinear stochastic differential equationsergodicity criterion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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