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Publication:3317836
zbMath0534.60049MaRDI QIDQ3317836
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes (60J99)
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On stationary solutions of delay differential equations driven by a Lévy process. ⋮ Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process ⋮ Exponential ergodicity and regularity for equations with Lévy noise ⋮ Liouville theorems for non-local operators ⋮ Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients ⋮ Embedding a stochastic difference equation into a continuous-time process
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