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

2010 ◽  
Vol 371 (1) ◽  
pp. 309-322 ◽  
Author(s):  
Sergio Albeverio ◽  
Zdzisław Brzeźniak ◽  
Jiang-Lun Wu
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Invariant Measures ◽  
Global Solutions ◽  
Poisson Type

scholarly journals On invariant measures of nonlinear Markov processes

1993 ◽  
Vol 6 (4) ◽  
pp. 385-406 ◽  
Author(s):  
N. U. Ahmed ◽  
Xinhong Ding
Keyword(s):  
Markov Process ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Markov Processes ◽  
Existence And Uniqueness ◽  
Invariant Measures ◽  
Nonlinear Markov Processes

We consider a nonlinear (in the sense of McKean) Markov process described by a stochastic differential equations in Rd. We prove the existence and uniqueness of invariant measures of such process.

scholarly journals The Global Solutions and Moment Boundedness of Stochastic Multipantograph Equations

2016 ◽  
Vol 2016 ◽  
pp. 1-10
Author(s):  
Maosheng Tian ◽  
Xuejing Meng ◽  
Jihong Chen ◽  
Xiaoqi Tang
Keyword(s):  
Lyapunov Function ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Polynomial Growth ◽  
Global Solutions ◽  
Growth Conditions ◽  
Unbounded Delay ◽  
Moment Boundedness ◽  
Methods And Techniques

We consider the existence of global solutions and their moment boundedness for stochastic multipantograph equations. By the idea of Lyapunov function, we impose some polynomial growth conditions on the coefficients of the equation which enables us to study the boundedness more applicably. Methods and techniques developed here have the potential to be applied in other unbounded delay stochastic differential equations.

Sign in / Sign up

Export Citation Format

Share Document