DocumentCode
420556
Title
Stability in distribution for multidimensional jump-diffusion processes
Author
Li, Xining ; Zhang, Qimin
Author_Institution
Fac. of Math. & Comput. Sci., Ningxia Univ., Yinchuan, China
Volume
1
fYear
2004
fDate
15-19 June 2004
Firstpage
166
Abstract
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.
Keywords
Lyapunov methods; asymptotic stability; multidimensional systems; pricing; stochastic processes; asymptotic stability; distribution stability; multidimensional jump diffusion process; stochastic Lyapunov function; sufficient conditions; Asymptotic stability; Computer science; Diffusion processes; Electric shock; Finance; Lyapunov method; Mathematics; Multidimensional systems; Pricing; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Control and Automation, 2004. WCICA 2004. Fifth World Congress on
Print_ISBN
0-7803-8273-0
Type
conf
DOI
10.1109/WCICA.2004.1340548
Filename
1340548
Link To Document