Stochastic differential equation driven by a pure-birth process

Marta Tyran-Kamińska. "Stochastic differential equation driven by a pure-birth process." Annales Polonici Mathematici 78.1 (2002): 11-23. <http://eudml.org/doc/280316>.

@article{MartaTyran2002,
abstract = {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.},
author = {Marta Tyran-Kamińska},
journal = {Annales Polonici Mathematici},
keywords = {stochastic differential equations driven by jump processes; (time-nonhomogeneous) Markov processes; Markov operator; weak convergence of measures},
language = {eng},
number = {1},
pages = {11-23},
title = {Stochastic differential equation driven by a pure-birth process},
url = {http://eudml.org/doc/280316},
volume = {78},
year = {2002},
}

TY - JOUR
AU - Marta Tyran-Kamińska
TI - Stochastic differential equation driven by a pure-birth process
JO - Annales Polonici Mathematici
PY - 2002
VL - 78
IS - 1
SP - 11
EP - 23
AB - 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.
LA - eng
KW - stochastic differential equations driven by jump processes; (time-nonhomogeneous) Markov processes; Markov operator; weak convergence of measures
UR - http://eudml.org/doc/280316
ER -