𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise

✍ Scribed by Salvatore Federico; Bernt Karsten Øksendal


Publisher
Springer Netherlands
Year
2010
Tongue
English
Weight
437 KB
Volume
34
Category
Article
ISSN
0926-2601

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


The stability of neutral stochastic dela
✍ Dezhi Liu; Guiyuan Yang; Wei Zhang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 209 KB

In the paper, the asymptotic mean square stability of the zero solution for neutral stochastic delay differential equations with Poisson jumps is studied by fixed points theory without Lyapunov functions. The coefficient functions have not been asked for a fixed sign, and the sufficient condition fo