Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
From MaRDI portal
Publication:986594
DOI10.1016/J.JMAA.2010.05.039zbMATH Open1197.60050OpenAlexW2012965380MaRDI QIDQ986594FDOQ986594
Authors: Zdzislaw Brzezniak, Jiang-Lun Wu, S. Albeverio
Publication date: 11 August 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.05.039
Recommendations
- On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
- Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures
- A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
- scientific article
- scientific article; zbMATH DE number 3846601
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On processes of ornstein-uhlenbeck type in hilbert space
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic Partial Differential Equations with Levy Noise
- Title not available (Why is that?)
- Title not available (Why is that?)
- Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
- Invariant measure for diffusions with jumps
- Title not available (Why is that?)
- Stochastic differential equations on Banach manifolds
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (89)
- Lyapunov exponents for Hamiltonian systems under small Lévy-type perturbations
- Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise
- Weak solution of a stochastic 2D Ericksen–Leslie model driven by jump noise
- Title not available (Why is that?)
- Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form
- Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise
- The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation
- Poisson stable solutions for stochastic PDEs driven by Lévy noise
- 3D stochastic Landau-Lifshitz-Gilbert equations coupled with Maxwell's equations with full energy
- Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise
- Stochastic magneto-hydrodynamic equations (MHD): invariant measures in 2D Poincaré domains
- Martingale solutions of the stochastic Hall-magnetohydrodynamics equations on \(\mathbb{R}^3\)
- Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
- Well-posedness of stochastic third grade fluid equation
- Model reduction for stochastic systems with nonlinear drift
- Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Stochastic transmission in epidemiological models
- A stochastic differential equation driven by Poisson random measure and its application in a duopoly market
- A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
- Well-posedness for the stochastic Landau-Lifshitz-Gilbert equation with helicity driven by jump noise
- Strong solution to stochastic 2D nonlocal Cahn-Hilliard-Oldroyd model of order one: existence and uniqueness
- Nonlinear SPDE driven by Lévy noise: well-posedness, optimal control and invariant measure
- On the exponential behaviour of stochastic evolution equations for non-Newtonian fluids
- Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle
- Homogenization of dissipative Hamiltonian systems under Lévy fluctuations
- Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
- Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures
- Strong solutions for the stochastic 3D LANS-α model driven by non-Gaussian Lévy noise
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
- On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution
- Well-posedness and invariant measures for a class of stochastic 3D Navier-Stokes equations with damping driven by jump noise
- Strong solution for a stochastic model of two-dimensional second grade fluids: existence, uniqueness and asymptotic behavior
- Existence and exponential behavior for the stochastic 2D Cahn-Hilliard-Oldroyd model of order one
- Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms
- Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise
- 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations
- Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition
- The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise
- Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
- Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation
- Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation
- A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
- Stochastic hydrodynamic-type evolution equations driven by Lévy noise in 3D unbounded domains -- abstract framework and applications
- Stochastic Navier-Stokes equations in unbounded channel domains
- Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- Data assimilation and parameter estimation for a multiscale stochastic system withα-stable Lévy noise
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
- Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients
- Nonlinear Filtering of Stochastic Navier-Stokes Equation with Itô-Lévy Noise
- Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
- Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise
- Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations with anisotropy energy
- Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions
- Stochastic generalized magnetohydrodynamics equations: well-posedness
- Existence and linear approximation for the stochastic 3D magnetohydrodynamic-alpha model
- Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises
- On the 3-D stochastic magnetohydrodynamic-\(\alpha\) model
- Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
- Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
- Existence for a second-order impulsive neutral stochastic integrodifferential equations with nonlocal conditions and infinite delay
- Stochastic tamed Navier-Stokes equations on \(\mathbb{R}^3\): the existence and the uniqueness of solutions and the existence of an invariant measure
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations
- Well-posedness of stochastic second grade fluids
- Stochastic control of tidal dynamics equation with Lévy noise
- The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process
- Stability of the overdamped Langevin equation in double-well potential
- A stochastic generalized Ginzburg-Landau equation driven by jump noise
- Strong solutions of stochastic models for viscoelastic flows of Oldroyd type
- On sub-geometric ergodicity of diffusion processes
- Weak solutions and invariant measures of stochastic Oldroyd-B type model driven by jump noise
- Weak solution of a stochastic 3D Cahn-Hilliard-Navier-Stokes model driven by jump noise
- Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
- On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
- Ergodicity of stochastic shell models driven by pure jump noise
- On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
- Large deviations for 2D primitive equations driven by multiplicative Lévy noises
- Title not available (Why is that?)
- Martingale solutions of nematic liquid crystals driven by pure jump noise in the Marcus canonical form
- Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle
- On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
- A stochastic Allen–Cahn–Navier–Stokes model with inertial effects driven by multiplicative noise of jump type
- The Euler equations of an inviscid incompressible fluid driven by a Lévy noise
This page was built for publication: Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q986594)