The well-known effect of stabilization by noise for Ito’s stochastic differential equations was proven by R.Z. Khasminskii more than 50 years ago. Here this effect is extended to stochastic differential equations with the Wiener process and Poisson’s measure. The obtained results are illustrated by examples with stabilization by Poisson’s jumps only or by white noise and Poisson’s jumps together. Some unsolved problem is proposed to the attention of readers.

中文翻译：

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关于随机微分方程的泊松跳跃稳定性

RZ Khasminskii 在 50 多年前就证明了伊藤随机微分方程众所周知的噪声稳定效应。在这里，这种效应被扩展到具有维纳过程和泊松测度的随机微分方程。所获得的结果通过仅通过泊松跳跃或通过白噪声和泊松跳跃一起进行稳定化的示例来说明。提出一些未解决的问题，请读者注意。