Random dynamical systems with systematic drift competing with heavy-tailed randomness

MaRDI QIDQ2971283zbMATH OpenFDO

Authors Vladimir Belitsky, Dimitri Petritis, Mikhail V. Menshikov, M. Vachkovskaia

Publication date 4 April 2017

zbMATH Keywords

heavy tailsMarkov chainspassage timesrandom dynamical systemsrecurrencesemi-martingales

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Generalizations of martingales (60G48) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(1)

• Moment bounds for dissipative semimartingales with heavy jumps

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