A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift

DOI10.37190/0208-4147.40.1.3zbMath1459.60129arXiv1612.03824OpenAlexW3034465746MaRDI QIDQ5122736

Mateusz B. Majka

Publication date: 24 September 2020

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03824

zbMATH Keywords

stochastic differential equationsinvariant measuresjump processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

Mean-square contractivity of stochastic \(\vartheta\)-methods ⋮ Exponential ergodicity for a class of Markov processes with interactions ⋮ The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise ⋮ On sub-geometric ergodicity of diffusion processes ⋮ Approximation of heavy-tailed distributions via stable-driven SDEs ⋮ Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise

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