Long-time behaviors of some stochastic differential equations driven by Lévy noise
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | |
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| _version_ | 1866910322745409536 |
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| author | Orlovskyi, I. Proske, F. Tymoshenko, O. |
| author_facet | Orlovskyi, I. Proske, F. Tymoshenko, O. |
| contents | Using key tools such as Itô formula for general semi-martingales, moments estimates for Lévy-type stochastic integrals and properties of regular varying functions we find conditions under which solutions of stochastic differential equation with jumps are almost sure asymptotically equivalent nonrandom function with $t\to \infty$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_05594 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Long-time behaviors of some stochastic differential equations driven by Lévy noise Orlovskyi, I. Proske, F. Tymoshenko, O. Probability Using key tools such as Itô formula for general semi-martingales, moments estimates for Lévy-type stochastic integrals and properties of regular varying functions we find conditions under which solutions of stochastic differential equation with jumps are almost sure asymptotically equivalent nonrandom function with $t\to \infty$. |
| title | Long-time behaviors of some stochastic differential equations driven by Lévy noise |
| topic | Probability |
| url | https://arxiv.org/abs/2402.05594 |