Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

@inproceedings{SIAKALLI2009AsymptoticSO,
  title={Asymptotic Stability of Stochastic Differential Equations Driven by L{\'e}vy Noise},
  author={MICHAILINA SIAKALLI},
  year={2009}
}
  • MICHAILINA SIAKALLI
  • Published 2009
Using key tools such as Itô’s formula for general semimartingales, Kunita’s moment estimates for Lévy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential equations (SDEs) driven by Lévy noise are stable in probability, almost surely and moment exponentially stable.