scholarly journals Analysis of a stochastic delay competition system driven by Lévy noise under regime switching

Author(s):  
Shiying Li ◽  
Shuwen Zhang
2018 ◽  
Vol 58 (1-2) ◽  
pp. 721-753 ◽  
Author(s):  
Huibin Lv ◽  
Zhijun Liu ◽  
Zuxiong Li ◽  
Lianwen Wang ◽  
Dashun Xu

2020 ◽  
Vol 57 (1) ◽  
pp. 266-279
Author(s):  
Zhongwei Liao ◽  
Jinghai Shao

AbstractWe investigate the long-time behavior of the Ornstein–Uhlenbeck process driven by Lévy noise with regime switching. We provide explicit criteria on the transience and recurrence of this process. Contrasted with the Ornstein–Uhlenbeck process driven simply by Brownian motion, whose stationary distribution must be light-tailed, both the jumps caused by the Lévy noise and the regime switching described by a Markov chain can derive the heavy-tailed property of the stationary distribution. The different role played by the Lévy measure and the regime-switching process is clearly characterized.


Filomat ◽  
2013 ◽  
Vol 27 (6) ◽  
pp. 955-964 ◽  
Author(s):  
Yiliang Liu ◽  
Qun Liu

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