p-Moment stability of stochastic differential equations with jumps

Shujin Wu; Dong Han; Xianzhang Meng

doi:10.1016/S0096-3003(03)00573-3

p-Moment stability of stochastic differential equations with jumps

Shujin Wu^*, Dong Han, Xianzhang Meng

^*Corresponding author for this work

Shanghai Jiao Tong University

Research output: Contribution to journal › Article › peer-review

65 Scopus citations

Abstract

In the paper, p-moment stability of stochastic differential equations with jumps is considered. First, some preliminary notes are given. Then, several theorems on p-moment stability of these equations are established using Liapunov function. At last, an example is present to show application of the obtained results.

Original language	English
Pages (from-to)	505-519
Number of pages	15
Journal	Applied Mathematics and Computation
Volume	152
Issue number	2
DOIs	https://doi.org/10.1016/S0096-3003(03)00573-3
State	Published - 5 May 2004
Externally published	Yes

Keywords

Liapuov function
Stochastic differential equation with jumps
p-Moment stability

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10.1016/S0096-3003(03)00573-3

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title = "p-Moment stability of stochastic differential equations with jumps",

abstract = "In the paper, p-moment stability of stochastic differential equations with jumps is considered. First, some preliminary notes are given. Then, several theorems on p-moment stability of these equations are established using Liapunov function. At last, an example is present to show application of the obtained results.",

keywords = "Liapuov function, Stochastic differential equation with jumps, p-Moment stability",

author = "Shujin Wu and Dong Han and Xianzhang Meng",

year = "2004",

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T1 - p-Moment stability of stochastic differential equations with jumps

AU - Wu, Shujin

AU - Han, Dong

AU - Meng, Xianzhang

PY - 2004/5/5

Y1 - 2004/5/5

N2 - In the paper, p-moment stability of stochastic differential equations with jumps is considered. First, some preliminary notes are given. Then, several theorems on p-moment stability of these equations are established using Liapunov function. At last, an example is present to show application of the obtained results.

AB - In the paper, p-moment stability of stochastic differential equations with jumps is considered. First, some preliminary notes are given. Then, several theorems on p-moment stability of these equations are established using Liapunov function. At last, an example is present to show application of the obtained results.

KW - Liapuov function

KW - Stochastic differential equation with jumps

KW - p-Moment stability

UR - https://www.scopus.com/pages/publications/1942504880

U2 - 10.1016/S0096-3003(03)00573-3

DO - 10.1016/S0096-3003(03)00573-3

M3 - 文章

AN - SCOPUS:1942504880

SN - 0096-3003

VL - 152

SP - 505

EP - 519

JO - Applied Mathematics and Computation

JF - Applied Mathematics and Computation

IS - 2

ER -

p-Moment stability of stochastic differential equations with jumps

Abstract

Keywords

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