Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
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DOI：
10.1016/j.jmaa.2010.05.039
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发表时间：
2010-11
影响因子：
1.3
通讯作者：
S. Albeverio;Z. Brzeźniak;Jiang-Lun Wu
中科院分区：
文献类型：
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作者：
S. Albeverio;Z. Brzeźniak;Jiang-Lun Wu
本文的目的是双重的。首先，研究了半鞅驱动的单侧耗散漂移随机微分方程解的存在唯一性问题。其次，我们研究了当系数与时间无关时，这类方程的不变测度的存在性问题。
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.