Stationary solutions for stochastic differential equations driven by Lévy processes
DOI10.1007/S10884-015-9513-3zbMATH Open1374.60105OpenAlexW2224859663MaRDI QIDQ1679061FDOQ1679061
Authors: Huijie Qiao 
Publication date: 8 November 2017
Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10884-015-9513-3
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continuous dependencerandom attractorsstationary solutionstemperednessconjugacy or topological equivalence
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of topological dynamical systems (37B25) Stationary solutions of functional-differential equations (34K21)
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- TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS
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Cited In (11)
- STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- Stochastic equations with time-dependent drift driven by Lévy processes
- Stochastic periodic solutions of stochastic differential equations driven by Lévy process
- Lyapunov functions and non-trivial stationary solutions of stochastic differential equations
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise
- Random attractors for stochastic differential equations driven by two-sided Lévy processes
- Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes
- On stationary solutions of delay differential equations driven by a Lévy process.
- Distributional properties of solutions of \(\text dV_{T} = V_{T-} \text dU_{T} + \text dL_T\) with Lévy noise
- Stationary measures for stochastic differential equations with jumps
- Delay differential equations driven by Lévy processes: stationarity and Feller properties
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