scientific article; zbMATH DE number 3848339

zbMATH Open0534.60049MaRDI QIDQ3317836FDOQ3317836

Authors: Jerzy Zabczyk 

Publication date: 1983

Title of this publication is not available (Why is that?)

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zbMATH Keywords

cadlag processexistence of a finite invariant measure

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (10)

• Title not available (Why is that?)
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
• Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
• On stationary solutions of delay differential equations driven by a Lévy process.
• Embedding a stochastic difference equation into a continuous-time process
• Title not available (Why is that?)
• Liouville theorems for non-local operators
• Exponential ergodicity and regularity for equations with Lévy noise
• Title not available (Why is that?)
• A new approach to the existence of invariant measures for Markovian semigroups

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