AbstractThe aim of this work is to obtain sufficient conditions for stability of multidimensional jump-diffusion processes in the sense of stability in distribution and stability at the equilibrium solution. The technique employed is to construct appropriate Lyapunov functions
We consider the class of semi-Markov modulated jump diffusions (sMMJDs) whose operator turns out to ...
We give sets of fairly easy conditions under which a multidimensional diffusion with compound-Poisso...
AbstractConvergence in law of solutions of SDE having jumps is discussed assuming suitable convergen...
AbstractThe aim of this work is to obtain sufficient conditions for stability of multidimensional ju...
We study the positive recurrence of multi-dimensional birth-and- death processes describing the evol...
The paper deals with linear differential equation in n-dimensional space with the right-hand side de...
This paper aims to study stability in distribution of Markovian switching jump diffusions. The main ...
So far, the Lyapunov direct method is still the most effective technique in the study of stability f...
AbstractThe concept of a state space decomposition is used to define a wide class of Lyapunov functi...
This paper deals with the stability analysis of the reaction-diffusion equation interconnected with ...
This article presents a brief survey on the use of Lyapunov method for stochastic differential equat...
In this thesis we use viscosity methods to study some stability properties of the equilibria of cont...
This book offers a general method of Lyapunov functional construction which lets researchers analyze...
AbstractThis work is devoted to stability of regime-switching diffusion processes. After presenting ...
The present thesis deals with the nonlinear stability analysis of some reaction-diffusion models of ...
We consider the class of semi-Markov modulated jump diffusions (sMMJDs) whose operator turns out to ...
We give sets of fairly easy conditions under which a multidimensional diffusion with compound-Poisso...
AbstractConvergence in law of solutions of SDE having jumps is discussed assuming suitable convergen...
AbstractThe aim of this work is to obtain sufficient conditions for stability of multidimensional ju...
We study the positive recurrence of multi-dimensional birth-and- death processes describing the evol...
The paper deals with linear differential equation in n-dimensional space with the right-hand side de...
This paper aims to study stability in distribution of Markovian switching jump diffusions. The main ...
So far, the Lyapunov direct method is still the most effective technique in the study of stability f...
AbstractThe concept of a state space decomposition is used to define a wide class of Lyapunov functi...
This paper deals with the stability analysis of the reaction-diffusion equation interconnected with ...
This article presents a brief survey on the use of Lyapunov method for stochastic differential equat...
In this thesis we use viscosity methods to study some stability properties of the equilibria of cont...
This book offers a general method of Lyapunov functional construction which lets researchers analyze...
AbstractThis work is devoted to stability of regime-switching diffusion processes. After presenting ...
The present thesis deals with the nonlinear stability analysis of some reaction-diffusion models of ...
We consider the class of semi-Markov modulated jump diffusions (sMMJDs) whose operator turns out to ...
We give sets of fairly easy conditions under which a multidimensional diffusion with compound-Poisso...
AbstractConvergence in law of solutions of SDE having jumps is discussed assuming suitable convergen...
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