On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process

DOI10.1017/apr.2017.4zbMath1425.60057arXiv1602.01325OpenAlexW2267007562WikidataQ115337206 ScholiaQ115337206MaRDI QIDQ5233171

Etienne Pardoux, Elma Nassar

Publication date: 16 September 2019

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.01325

zbMATH Keywords

recurrencetransiencelarge-time behaviourstochastic differential equations with jumps

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random measures (60G57)

Related Items (3)

Adaptation of a population to a changing environment in the light of quasi-stationarity ⋮ Small jumps asymptotic of the moving optimum Poissonian SDE ⋮ Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit

Cites Work

• Unnamed Item
• Unnamed Item
• A microscopic interpretation for adaptive dynamics trait substitution sequence models
• Stability of Markovian processes II: continuous-time processes and sampled chains
• On recurrence and transience of growth models

This page was built for publication: On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process