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.
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页数：5
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