Long-time behaviors of some stochastic differential equations driven by Lévy noise

IF 2.4 2区 数学 Q1 MATHEMATICS
I. Orlovskyi , F. Proske , O. Tymoshenko
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引用次数: 0

Abstract

Using key tools such as Itô's formula for general semi-martingales, moment estimates for Lévy-type stochastic integrals, and properties of regularly varying functions we find conditions under which solutions of a stochastic differential equation with jumps are almost surely asymptotically equivalent to a nonrandom function as t.
由lsamvy噪声驱动的随机微分方程的长时间行为
利用Itô的一般半鞅公式、lsamvy型随机积分的矩估计和正则变函数的性质等关键工具,我们发现了一个具有跳跃的随机微分方程的解几乎肯定地在t→∞时渐近等价于一个非随机函数的条件。
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来源期刊
CiteScore
4.40
自引率
8.30%
发文量
543
审稿时长
9 months
期刊介绍: The Journal of Differential Equations is concerned with the theory and the application of differential equations. The articles published are addressed not only to mathematicians but also to those engineers, physicists, and other scientists for whom differential equations are valuable research tools. Research Areas Include: • Mathematical control theory • Ordinary differential equations • Partial differential equations • Stochastic differential equations • Topological dynamics • Related topics
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