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<f>p</f>-Moment stability of stochastic differential equations with jumps

Authors :
Wu, Shujin
Han, Dong
Meng, Xianzhang
Source :
Applied Mathematics & Computation. May2004, Vol. 152 Issue 2, p505. 15p.
Publication Year :
2004

Abstract

In the paper, &lt;f&gt;p&lt;/f&gt;-moment stability of stochastic differential equations with jumps is considered. First, some preliminary notes are given. Then, several theorems on &lt;f&gt;p&lt;/f&gt;-moment stability of these equations are established using Liapunov function. At last, an example is present to show application of the obtained results. [Copyright &amp;y&amp; Elsevier]

Details

Language :
English
ISSN :
00963003
Volume :
152
Issue :
2
Database :
Academic Search Index
Journal :
Applied Mathematics & Computation
Publication Type :
Academic Journal
Accession number :
12839184
Full Text :
https://doi.org/10.1016/S0096-3003(03)00573-3