Invariant measures and boundedness in the mean for stochastic equations driven by Levy noise

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F22%3A10452036" target="_blank" >RIV/00216208:11320/22:10452036 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=QKH1krJ64E" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=QKH1krJ64E</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1142/S0219493722400196" target="_blank" >10.1142/S0219493722400196</a>

Result language
angličtina
Original language name
Invariant measures and boundedness in the mean for stochastic equations driven by Levy noise
Original language description
Existence of invariant measures and average stability in the mean are studied for stochastic differential equations driven by Levy process. In particular, some natural conditions are found that verify stabilization of the equation (in the sense of the existence of invariant measures) by jump noise terms. These conditions are verified in several examples.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA19-07140S" target="_blank" >GA19-07140S: Stochastic Evolution Equations and Space-Time Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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