Invariant measure for diffusions with jumps

DOI10.1007/s002459900118zbMath0927.35031OpenAlexW2015311965MaRDI QIDQ1292208

Maurice Robin, José Luis Menaldi

Publication date: 5 December 1999

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.wayne.edu/mathfrp/53

zbMATH Keywords

Green functionDoeblin conditionexterior Dirichlet problemGirsanov transformationjump diffusioninterior Dirichlet problemergodic optimal control

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Integro-partial differential equations (45K05) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Optimal stochastic control (93E20) Diffusion processes (60J60) Applications of functional analysis to differential and integral equations (46N20)

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