Lyapunov exponents of stochastic differential equations driven by Lévy processes

DOI10.1080/14689367.2015.1068275zbMath1339.60076OpenAlexW2198637314MaRDI QIDQ2811256

Huijie Qiao, Jin-qiao Duan

Publication date: 10 June 2016

Published in: Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14689367.2015.1068275

zbMATH Keywords

Lévy processesstochastic differential equationsLyapunov exponentsmultiplicative ergodic theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of topological dynamical systems (37B25)

Related Items (1)

Stochastic dynamics of the delayed chemostat with Lévy noises

Cites Work

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• Exponential stability of stochastic differential equations driven by discontinuous semimartingales
• CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS
• Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients

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