On the exponential stability of switching-diffusion processes with jumps

DOI10.1090/S0033-569X-2012-01292-8zbMath1274.60209arXiv1109.1380OpenAlexW2591623883MaRDI QIDQ4922286

Jianhai Bao, Chenggui Yuan

Publication date: 29 May 2013

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.1380

zbMATH Keywords

sample Lyapunov exponentLévy noiseexponential martingale inequality with jumpspathwise stability

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (8)

Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise ⋮ Periodic measures for a class of SPDEs with regime-switching ⋮ Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique ⋮ Approximate solutions for a class of doubly perturbed stochastic differential equations ⋮ Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation ⋮ A note on stability of SPDEs driven by \(\alpha\)-stable noises ⋮ On the averaging principle for stochastic delay differential equations with jumps ⋮ Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems

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