Stationary Solutions for Stochastic Differential Equations Driven by Lévy Processes

被引：0
|
作者：
Huijie Qiao
机构：
[1] Southeast University,Department of Mathematics
来源：
Journal of Dynamics and Differential Equations | 2017年 / 29卷
关键词：
Stationary solutions; Conjugacy or topological equivalence; Temperedness; Random attractors; Continuous dependence; 60H10; 60G51; 37B25; 34K21;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In the paper, stationary solutions of stochastic differential equations driven by Lévy processes are considered. And the existence of these stationary solutions follows from the theory of random dynamical systems and their attractors. Moreover, under a one-sided Lipschitz continuity condition and a temperedness condition, Itô and Marcus stochastic differential equations driven by Lévy processes are proved to have stationary solutions. Besides, continuous dependence of stationary solutions on drift coefficients of these equations is presented.
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收藏
页码：1195 / 1213
页数：18
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