ZHAO Gui-hua , WANG Li-ming . Asymptotical Stability of Stochastic Differential Equations With Poisson Jump and Markov Switching[J]. Journal of Hebei University(Natural Science Edition), 2011 , 31(6) : 578 -580 . DOI: 10.3969/j.issn.1000-1565.2011.06.004

[1] Higham DJ, Mao XR, Yuan CG. Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations [J]. Numerische Mathematik 2007, 2(2).
[2] Yuan CG., Mao XR.. Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching [J]. Mathematics and computers in simulation 2004, 2(2).
[3] Higham DJ, Kloeden PE. Numerical methods for nonlinear stochastic differential equations with jumps [J]. Numerische Mathematik 2005, 1(1).
[4] HIGHAM D J, KLOEDEN P E. Convergence and stability of implicit methods for jump-diffusion systems [J]. International Journal of Numerical Analysis and Modeling 2006, 3.
[5] Higham DJ, Kloeden PE. Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems [J]. Journal of Computational and Applied Mathematics 2007, 2(2).
[6] La-sheng Wang, Hong Xue. Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching [J]. Applied mathematics and computation 2007, 2(2).
[7] GUIHUA ZHAO, MINGHUI SONG, MINGZHU LIU. NUMERICAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH JUMPS [J]. International journal of numerical analysis and modeling 2009, 4(4).
[8] Higham DJ.. Mean-square and asymptotic stability of the stochastic theta method [J]. SIAM Journal on Numerical Analysis 2000, 3(3).
[9] Albert Garden. The Order of Approximations for Solutions of Ito-Type Stochastic Differential Equations with Jumps [J]. Stochastic Analysis and Applications 2004, 3(3).