Stationary distributions for stochastic differential equations with memory driven by ?-stable processes

被引：0

作者：

Wang, Wei ^{[1
]}

Wang, Xiulian ^{[1
]}

机构：

[1] Tianjin Normal Univ, Coll Math Sci, Tianjin 300387, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2023年 / 195卷

基金：

中国国家自然科学基金;

关键词：

Stationary distribution; Stochastic differential equations with memory; -stable processes; Strongly continuous semigroup; STABILITY;

D O I：

10.1016/j.spl.2022.109766

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this work, we consider the stationarity of a class of stochastic differential equations with memory driven by alpha-stable processes. Sufficient conditions are given to guarantee the existence and uniqueness of the stationary distribution for the stochastic system. Last, an example is given to illustrate the results.(c) 2022 Elsevier B.V. All rights reserved.

引用

页数：5

共 50 条

[11] NUMERICAL APPROXIMATION OF STATIONARY DISTRIBUTIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Bao, Jianhai
Yuan, Chenggui
JOURNAL OF APPLIED PROBABILITY, 2014, 51 (03) : 858 - 873
[12] Stationary distributions for retarded stochastic differential equations without dissipativity
Bao, Jianhai
Yin, George
Yuan, Chenggui
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2017, 89 (02) : 530 - 549
[13] On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Levy processes
Belfadli, R.
Ouknine, Y.
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2008, 80 (06) : 519 - 524
[14] Stability in distribution for stochastic differential equations with memory driven by positive semigroups and Levy processes
Liu, Kai
APPLIED MATHEMATICS AND COMPUTATION, 2019, 362
[15] Approximation of stationary solutions of Gaussian driven stochastic differential equations
Cohen, Serge
Panloup, Fabien
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 121 (12) : 2776 - 2801
[16] Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes
Dong, Zhao
Xu, Lihu
Zhang, Xicheng
JOURNAL OF STATISTICAL PHYSICS, 2014, 154 (04) : 929 - 949
[17] Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes
Zhao Dong
Lihu Xu
Xicheng Zhang
Journal of Statistical Physics, 2014, 154 : 929 - 949
[18] Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations
Kaulakys, B.
Alaburda, M.
Ruseckas, J.
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2016,
[19] Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces
Liu, Kai
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 130 (0I) : 366 - 393
[20] Dynamics of stochastic differential equations with memory driven by colored noise
Liu, Ruonan
Caraballo, Tomas
CHAOS, 2024, 34 (10)

← 1 2 3 4 5 →