\(p\)-moment stability of stochastic differential equations with jumps
type: Item
instance of: scholarly article
title: \(p\)-moment stability of stochastic differential equations with jumps
zbMATH Open document ID: 1042.60036
DOI: 10.1016/S0096-3003(03)00573-3
author: Shujin Wu
author: Dong Han
author: Xianzhang Meng
published in: Applied Mathematics and Computation
publication date: 2004-08-06T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 2081887
zbMATH Keywords: stochastic differential equation with jumps
zbMATH Keywords: \(p\)-moment stability
zbMATH Keywords: Lyapunov function
MaRDI profile type: Publication
cites work: Stochastic differential equations. An introduction with applications.
cites work: Stability of a random diffusion with linear drift
cites work: Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
cites work: Stability of stochastic differential equations with Markovian switching
full work available at URL: s0096-3003(03)00573-3
OpenAlex ID: W1964656384
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description: scientific article; zbMATH DE number 2081887