Stochastic differential equation driven by a pure-birth process

• Autorzy: Marta Tyran-Kamińska
• Języki publikacji: EN

Abstrakty

EN

A generalization of the Poisson driven stochastic differential equation is considered. A sufficient condition for asymptotic stability of a discrete time-nonhomogeneous Markov process is proved.

Kategorie tematyczne

• 34F05: Equations and systems with randomness
• 60J05: Discrete-time Markov processes on general state spaces
• 60B10: Convergence of probability measures

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Annales Polonici Mathematici
• Rocznik: 2002
• Tom: 78
• Numer: 1
• Strony: 11-23

Daty

wydano

2002

Twórcy

autor

Marta Tyran-Kamińska

• Institute of Mathematics, Silesian University, Bankowa 14, 40-007 Katowice, Poland

Identyfikatory

DOI

10.4064/ap78-1-2