Geodesic
Stochastic differential equation driven by a pure-birth process
Marta Tyran-Kami/nska1
1 Institute of Mathematics Silesian University Bankowa 14 40-007 Katowice, Poland
Annales Polonici Mathematici, Tome 78 (2002) no. 1, pp. 11-23.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/ap78-1-2
Keywords: generalization poisson driven stochastic differential equation considered sufficient condition asymptotic stability discrete time nonhomogeneous markov process proved

Marta Tyran-Kami/nska 1

1 Institute of Mathematics Silesian University Bankowa 14 40-007 Katowice, Poland 
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Marta Tyran-Kami/nska. Stochastic differential equation driven
 by a pure-birth process. Annales Polonici Mathematici, Tome 78 (2002) no. 1, pp. 11-23. doi : 10.4064/ap78-1-2. http://geodesic.mathdoc.fr/articles/10.4064/ap78-1-2/

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