由lsamvy噪声驱动的随机方程的均值的不变测度和有界性

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Stochastics and Dynamics Pub Date : 2022-05-14 DOI:10.1142/s0219493722400196

B. Maslowski, O. Týbl

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引用次数: 1

摘要

研究了lsamvy过程驱动的随机微分方程的不变量测度的存在性和均值的稳定性。特别地，我们发现了一些用跳跃噪声项来验证方程稳定的自然条件(在不变测度存在的意义上)。通过几个实例验证了这些条件。

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Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise

Existence of invariant measures and average stability in the mean are studied for stochastic differential equations driven by Lévy process. In particular, some natural conditions are found that verify stabilization of the equation (in the sense of the existence of invariant measures) by jump noise terms. These conditions are verified in several examples.

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来源期刊

Stochastics and Dynamics 数学-统计学与概率论

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： This interdisciplinary journal is devoted to publishing high quality papers in modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system''s point of view. Papers can be about theory, experiments, algorithms, numerical simulation and applications. Papers studying the dynamics of stochastic phenomena by means of random or stochastic ordinary, partial or functional differential equations or random mappings are particularly welcome, and so are studies of stochasticity in deterministic systems.