Stochastic differential equation driven by a pure-birth process
Marta Tyran-Kamińska
Annales Polonici Mathematici, Tome 79 (2002), p. 11-23 / Harvested from The Polish Digital Mathematics Library
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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.

Publié le : 2002-01-01
EUDML-ID : urn:eudml:doc:280316 
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     title = {Stochastic differential equation driven by a pure-birth process},
     journal = {Annales Polonici Mathematici},
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     year = {2002},
     pages = {11-23},
     zbl = {1023.34051},
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Marta Tyran-Kamińska. Stochastic differential equation driven by a pure-birth process. Annales Polonici Mathematici, Tome 79 (2002) pp. 11-23. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ap78-1-2/