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- W2605966135 abstract "We study the recurrence behavior of interest rate models driven by Levy processes motivated by the work of Govindan and Abreu (7). Following ideas in (3), we use Lyapunov function methods. This is done by first generalizing the basic work of Miyahara (14, 15) to stochastic differential equations driven by Levy processes. As our interest is in the recurrence which follows from exponential ultimate boundedness, we concentrate on generalizing this part of the work by Miyahara. However we indicate how similar methods will allow us to study invariant measure and exponential stability with implication in models studied earlier by on of the authors (4) for ground water pollution flows and the work in (2)." @default.
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- W2605966135 date "2012-01-01" @default.
- W2605966135 modified "2023-09-23" @default.
- W2605966135 title "Invariant Measure and Stability of the Solution of a Stochastic Differential Equation Driven by a Jump Levy Process" @default.
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