Stationary measures for stochastic differential equations with jumps

DOI10.1080/17442508.2016.1158820zbMath1351.28027arXiv1209.0658OpenAlexW1834754812MaRDI QIDQ2833705

Huijie Qiao, Jin-qiao Duan

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.0658

zbMATH Keywords

Lyapunov functionsFokker-Planck equationsstationary measuresMarkov measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10)

Related Items (3)

Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity ⋮ Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems ⋮ Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients

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