Poisson stable solutions for stochastic differential equations with Lévy noise

DOI10.1007/s10114-021-0107-1zbMath1497.60078arXiv2002.00395OpenAlexW3140753006WikidataQ115385187 ScholiaQ115385187MaRDI QIDQ2075425

Zhenxin Liu, Xin Liu

Publication date: 14 February 2022

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.00395

zbMATH Keywords

stochastic differential equationasymptotic stabilityperiodic solutionalmost periodic solutionquasi-periodic solutionLévy noisealmost automorphic solutionLevitan almost periodic solutionPoisson stable solutionBirkhoff recurrent solution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Periodic solutions to ordinary differential equations (34C25) Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20)

Related Items (8)

Metrical almost periodicity, metrical approximations of functions and applications ⋮ Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise ⋮ Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise ⋮ The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients ⋮ Averaging principle for stochastic complex Ginzburg-Landau equations ⋮ Recent Results on Recurrent Solutions and Limit Distributions of SDEs ⋮ Poisson stable solutions for stochastic PDEs driven by Lévy noise ⋮ Periodic, almost periodic and almost automorphic solutions for SPDEs with monotone coefficients

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