Aims to systemize the results available in literature to be found on stability of stochastic differential equations. Numerous problems in engineering, biology and economics lead to the study of stochastic differential equations with respect to semimartingales.
Original language | English |
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Place of Publication | Harlow, Essex |
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Number of pages | 276 |
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Publication status | Published - 13 May 1991 |
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Name | Pitman research notes in mathematics series |
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Publisher | Longman Scientific & Technical |
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Volume | 251 |
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ISSN (Print) | 0269-3674 |
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- stochastic differential equations
- semimartingales
- stability