Stability of Stochastic Differential Equations with Respect to Semimartingales

Research output: Book/ReportBook

Abstract

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.
LanguageEnglish
Place of PublicationHarlow, Essex
Number of pages276
Publication statusPublished - 13 May 1991

Publication series

NamePitman research notes in mathematics series
PublisherLongman Scientific & Technical
Volume251
ISSN (Print)0269-3674

Fingerprint

Semimartingale
Stochastic Equations
Differential equation
Biology
Economics
Engineering

Keywords

  • stochastic differential equations
  • semimartingales
  • stability

Cite this

Mao, X. (1991). Stability of Stochastic Differential Equations with Respect to Semimartingales. (Pitman research notes in mathematics series; Vol. 251). Harlow, Essex.
Mao, X. / Stability of Stochastic Differential Equations with Respect to Semimartingales. Harlow, Essex, 1991. 276 p. (Pitman research notes in mathematics series).
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author = "X Mao",
year = "1991",
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isbn = "9780582080362",
series = "Pitman research notes in mathematics series",
publisher = "Longman Scientific & Technical",

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Mao, X 1991, Stability of Stochastic Differential Equations with Respect to Semimartingales. Pitman research notes in mathematics series, vol. 251, Harlow, Essex.

Stability of Stochastic Differential Equations with Respect to Semimartingales. / Mao, X.

Harlow, Essex, 1991. 276 p. (Pitman research notes in mathematics series; Vol. 251).

Research output: Book/ReportBook

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KW - semimartingales

KW - stability

UR - http://www.pearsonelt.com/

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T3 - Pitman research notes in mathematics series

BT - Stability of Stochastic Differential Equations with Respect to Semimartingales

CY - Harlow, Essex

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Mao X. Stability of Stochastic Differential Equations with Respect to Semimartingales. Harlow, Essex, 1991. 276 p. (Pitman research notes in mathematics series).