Ergodicity of Stochastic Differential Equations Driven by Lévy Noise with Local Lipschitz Coefficients

DOI10.11845/SXJZ.2016135BzbMath1413.37002OpenAlexW2945504633MaRDI QIDQ4687745

Yilin Dong

Publication date: 22 October 2018

Full work available at URL: http://www.oaj.pku.edu.cn/sxjz/EN/abstract/abstract71179.shtml

zbMATH Keywords

Lyapunov functionergodicityLévy noiselocal Lipschitz coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10)

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Periodic solutions of stochastic differential equations driven by Lévy noises

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