Stochastic periodic solutions of stochastic differential equations driven by Lévy process

DOI10.1016/J.JMAA.2015.04.090MaRDI QIDQ2348413zbMATH OpenOpenAlexFDO

Authors Ke Wang, Dingshi Li, Xinhong Zhang

Publication date 12 June 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2015.04.090

zbMATH Keywords

periodic solutionsstochastic differential equationsLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(18)

• Oscillation of modes of some semi-stable Lévy processes
• Periodic solutions of stochastic differential equations driven by Lévy noises
• Random periodic solutions for a class of hybrid stochastic differential equations
• Periodic solutions of hybrid jump diffusion processes
• Permanence, extinction and periodic solution of a stochastic single-species model with Lévy noises
• Integrability and regularity of the flow of stochastic differential equations with jumps
• Periodic measures for a class of SPDEs with regime-switching
• Lagrange stability for uncertain memristive neural networks with Lévy noise and leakage delay
• Stochastic periodic solution of a susceptible-infective epidemic model in a polluted environment under environmental fluctuation
• Periodic measure of a stochastic non-autonomous predator-prey system with impulsive effects
• Threshold behavior in a stochastic predator-prey model with general functional response
• The solutions with recurrence property for stochastic linearly coupled complex cubic-quintic Ginzburg–Landau equations
• Stochastic periodic solutions of stochastic periodic differential equations
• Some periodic type solutions for stochastic reaction-diffusion equation with cubic nonlinearities
• Stationary solutions for stochastic differential equations driven by Lévy processes
• Persistence and periodic measure of a stochastic predator–prey model with Beddington–DeAngelis functional response
• Stabilisation of stochastic delayed systems with Lévy noise on networks via periodically intermittent control
• Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients

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