p-Moment stability of stochastic differential equations with jumps

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摘要

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.

论文关键词:Stochastic differential equation with jumps,p-Moment stability,Liapuov function

论文评审过程:Available online 4 July 2003.

论文官网地址:https://doi.org/10.1016/S0096-3003(03)00573-3