| Status | 已发表Published |
| Title | Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients |
| Creator | |
| Date Issued | 2010 |
| Source Publication | Journal of Mathematical Analysis and Applications
 |
| ISSN | 0022-247X |
| Volume | 371Issue:1Pages:309-322 |
| 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. © 2010 Elsevier Inc. |
| Keyword | Existence and uniqueness Invariant measures Stochastic differential equations of jump type |
| DOI | 10.1016/j.jmaa.2010.05.039 |
| URL | View source |
| Indexed By | SCIE |
| Language | 英语English |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Applied ; Mathematics |
| WOS ID | WOS:000280121500028 |
| Scopus ID | 2-s2.0-77954213521 |
| Citation statistics | |
| Document Type | Journal article |
| Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/10527 |
| Collection | Research outside affiliated institution |
| Affiliation | 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 |
| Recommended Citation 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. |
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