Stability for multidimensional jump-diffusion processes
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- Xi, Fubao, 2009. "Asymptotic properties of jump-diffusion processes with state-dependent switching," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2198-2221, July.
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Keywords
Jump-diffusion Stability in distribution Stochastic stability a.s. exponential stability;Statistics
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