Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients

doi:10.1016/j.jmaa.2010.05.039

科研成果详情

发表状态	已发表Published
题名	Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
作者	Albeverio, Sergio 1,2,3,4; Brzeźniak, Zdzisław 5; Wu, Jianglun6
发表日期	2010
发表期刊	Journal of Mathematical Analysis and Applications
ISSN/eISSN	0022-247X
卷号	371 期号:1 页码:309-322
摘要	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. © 2010 Elsevier Inc.
关键词	Existence and uniqueness Invariant measures Stochastic differential equations of jump type
DOI	10.1016/j.jmaa.2010.05.039
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000280121500028
Scopus入藏号	2-s2.0-77954213521
引用统计	被引频次：102[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/10527
专题	个人在本单位外知识产出
作者单位	1.Institut für Angewandte Mathematik und H.C.M. der Universität Bonn,Endenicherallee 60,D-53115 Bonn,Germany 2.BiBoS-Research Centre,D-33615 Bielefeld,Germany 3.CERFIM,Locarno,Switzerland 4.Acc. Arch., USI,Mendrisio,Switzerland 5.Department of Mathematics,University of York,Heslington, York, YO10 5DD,United Kingdom 6.Department of Mathematics,Swansea University,Singleton Park, Swansea SA2 8PP,United Kingdom
推荐引用方式 GB/T 7714	Albeverio, Sergio,Brzeźniak, Zdzisław,Wu, Jianglun. Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients[J]. Journal of Mathematical Analysis and Applications, 2010, 371(1): 309-322.
APA	Albeverio, Sergio, Brzeźniak, Zdzisław, & Wu, Jianglun. (2010). Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients. Journal of Mathematical Analysis and Applications, 371(1), 309-322.
MLA	Albeverio, Sergio,et al."Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients". Journal of Mathematical Analysis and Applications 371.1(2010): 309-322.