Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise
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Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Stochastic stability in control theory (93E15)
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Cites work
- A class of Lévy driven SDEs and their explicit invariant measures
- Almost sure stability of linear stochastic differential equations with jumps
- Applied stochastic control of jump diffusions
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
- Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
- Exponential stability of stochastic differential equations driven by discontinuous semimartingales
- Financial Modelling with Jump Processes
- scientific article; zbMATH DE number 3688420 (Why is no real title available?)
- scientific article; zbMATH DE number 3793151 (Why is no real title available?)
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
- Invariant measure and stability of the solution of a stochastic differential equation driven by a jump Lévy process
- Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
- La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non linéaire
- Lyapunov exponents for nonlinear systems with Poisson white noise
- Lévy Processes and Stochastic Calculus
- Lévy-driven CARMA processes
- Random attractors for stochastic differential equations driven by two-sided Lévy processes
- Stability of solution to semilinear stochastic evolution equations
- Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
- Stochastic stabilization of dynamical systems using Lévy noise
Cited in
(15)- The ergodicity of stochastic partial differential equations with Lévy jump
- Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
- An ergodic theorem of a parabolic Anderson model driven by Lévy noise
- Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
- Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension
- Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes
- Evolution systems of measures for non-autonomous Ornstein-Uhlenbeck processes with Lévy noise
- Lyapunov exponents of stochastic differential equations driven by Lévy processes
- Poincaré-type inequality and integration by parts formula for non-symmetrical dissipative stochastic systems driven by Lévy noise
- Invariant measure and stability of the solution of a stochastic differential equation driven by a jump Lévy process
- Stochastic nonlinear beam equations with Lévy jump
- A class of Lévy driven SDEs and their explicit invariant measures
- Stochastic approximation procedures for Lévy-driven SDEs
- Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
- Delay differential equations driven by Lévy processes: stationarity and Feller properties
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