Title of article
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
Author/Authors
Albeverio، نويسنده , , Sergio and Brze?niak، نويسنده , , Zdzis?aw and Wu، نويسنده , , Jianglun Wu، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2010
Pages
14
From page
309
To page
322
Abstract
The purpose of this paper is twofold. Firstly, we investigate the problem of existence and uniqueness of solutions to stochastic differential equations with one sided dissipative drift driven by semi-martingales. Secondly, we investigate the problem of existence of an invariant measure for such equations when the coefficients are time independent.
Keywords
Stochastic differential equations of jump type , Existence and uniqueness , Invariant measures
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2010
Journal title
Journal of Mathematical Analysis and Applications
Record number
1561258
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