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多维跳跃扩散过程的分布稳定性

Fifth World Congress on Intelligent Control and Automation (IEEE Cat. No.04EX788) Pub Date : 2004-06-15 DOI:10.1109/WCICA.2004.1340548
Xining Li, Qimin Zhang
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引用次数: 0

摘要

本文的目的是将先前关于连续扩散的结果推广到多维跳跃扩散过程，并利用适当的随机Lyapunov函数得到分布渐近稳定的充分条件。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Stability in distribution for multidimensional jump-diffusion processes
The aim of this work is to extend the previous results for continuous diffusions to multidimensional jump-diffusion processes and to obtain sufficient conditions for asymptotic stability in distribution using an appropriate stochastic Lyapunov function.
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Fifth World Congress on Intelligent Control and Automation (IEEE Cat. No.04EX788)
Fifth World Congress on Intelligent Control and Automation (IEEE Cat. No.04EX788)
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