Stability theorem for stochastic differential equations with jumps

DOI10.1016/0304-4149(91)90070-SzbMath0733.60009MaRDI QIDQ809458

Keigo Yamada, Yuji Kasahara

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsconvergence in lawstorage processes and random walks

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convergence of probability measures (60B10)

Related Items

Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion ⋮ Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise ⋮ Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data ⋮ Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients

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