Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise

DOI10.1142/S0219493722400196zbMath1502.60095OpenAlexW4280525651MaRDI QIDQ5083425

Ondrej Tybl, Bohdan Maslowski

Publication date: 20 June 2022

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493722400196

zbMATH Keywords

stabilityLévy processesstochastic differential equationsinvariant measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Stochastic approximation procedures for Lévy-driven SDEs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A class of Lévy driven SDEs and their explicit invariant measures
• Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
• Almost sure stability of linear stochastic differential equations with jumps
• Lyapunov exponents for nonlinear systems with Poisson white noise
• Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
• Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
• Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
• La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non linéaire
• Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
• STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Lévy Processes and Stochastic Calculus
• Exponential stability of stochastic differential equations driven by discontinuous semimartingales
• Stability of solution to semilinear stochastic evolution equations
• Financial Modelling with Jump Processes
• Random attractors for stochastic differential equations driven by two-sided Lévy processes
• Applied stochastic control of jump diffusions
• Lévy-driven CARMA processes

This page was built for publication: Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise