{"title":"具有局部单侧Lipschitz漂移的跳变SDEs全局解和不变测度的存在性注释","authors":"Mateusz B. Majka","doi":"10.37190/0208-4147.40.1.3","DOIUrl":null,"url":null,"abstract":"We extend some methods developed by Albeverio, Brze\\'{z}niak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz condition on the drift (also known as a monotonicity condition) and a local Lipschitz condition on the diffusion and jump coefficients, while an additional global one-sided linear growth assumption is satisfied. Then we use these methods to prove existence of invariant measures for a broad class of such equations.","PeriodicalId":48996,"journal":{"name":"Probability and Mathematical Statistics-Poland","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2016-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":"{\"title\":\"A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift\",\"authors\":\"Mateusz B. Majka\",\"doi\":\"10.37190/0208-4147.40.1.3\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We extend some methods developed by Albeverio, Brze\\\\'{z}niak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz condition on the drift (also known as a monotonicity condition) and a local Lipschitz condition on the diffusion and jump coefficients, while an additional global one-sided linear growth assumption is satisfied. Then we use these methods to prove existence of invariant measures for a broad class of such equations.\",\"PeriodicalId\":48996,\"journal\":{\"name\":\"Probability and Mathematical Statistics-Poland\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2016-12-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"8\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability and Mathematical Statistics-Poland\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.37190/0208-4147.40.1.3\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability and Mathematical Statistics-Poland","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.37190/0208-4147.40.1.3","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
We extend some methods developed by Albeverio, Brze\'{z}niak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz condition on the drift (also known as a monotonicity condition) and a local Lipschitz condition on the diffusion and jump coefficients, while an additional global one-sided linear growth assumption is satisfied. Then we use these methods to prove existence of invariant measures for a broad class of such equations.
期刊介绍:
PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.