Title :
Stability for multidimensional jump-diffusion processes
Author :
Zhang, Qi-Min ; Li, Xi-Ning
Author_Institution :
Fac. of Math. & Comput. Sci., Ningxia Univ., Yinchuan, China
Abstract :
The aim of this work is to obtain sufficient conditions for stability of multidimensional jump-diffusion processes in the sense of exponential stability. The technique employed is to construct appropriate Lyapunov functions.
Keywords :
Lyapunov methods; asymptotic stability; stochastic processes; Lyapunov functions; exponential stability; multidimensional jump-diffusion process stability; Computer science; Diffusion processes; Lyapunov method; Mathematics; Multidimensional systems; Pricing; Security; Stability; Stochastic processes; Sufficient conditions;
Conference_Titel :
Machine Learning and Cybernetics, 2004. Proceedings of 2004 International Conference on
Print_ISBN :
0-7803-8403-2
DOI :
10.1109/ICMLC.2004.1382285
