Stability properties of stochastic differential equations driven by Lévy noise
The main aim of this thesis is to examine stability properties of the solutions to stochastic differential equations (SDEs) driven by Levy noise. Using key tools such as Ito's formula for general semimartingales, Kunita's moment estimates for Levy-type stochastic integrals, and the exponen...
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University of Sheffield
2009
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.607458 |