نتایج جستجو برای: almost sure t stability

تعداد نتایج: 1179687  

Journal: :Stochastic Processes and their Applications 2001

Journal: :Stochastic Processes and their Applications 1994

Journal: :Rocky Mountain Journal of Mathematics 2005

Journal: :Annales Scientifiques de l’École Normale Supérieure 2002

Journal: :Communications for Statistical Applications and Methods 2013

Journal: :J. Computational Applied Mathematics 2015
Zhixin Yang G. Yin Haibo Li

This work is devoted to stability analysis of numerical solutions for jump diffusions and jump diffusions with Markovian switching. Different from the existing treatment of Euler-Maurayama methods for solutions of stochastic differential equations, we use techniques from stochastic approximation. We analyze the almost sure exponential stability and exponential pstability. Then Markovian regime-...

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