Stationary measures for stochastic differential equations with jumps

DOI10.1080/17442508.2016.1158820zbMath1351.28027arXiv1209.0658MaRDI QIDQ2833705

Huijie Qiao, Jin-qiao Duan

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.0658

zbMATH Keywords

Lyapunov functions; Fokker-Planck equations; stationary measures; Markov measures

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G52: Stable stochastic processes

60J35: Transition functions, generators and resolvents

28C10: Set functions and measures on topological groups or semigroups, Haar measures, invariant measures