Long-time behaviors of some stochastic differential equations driven by L\'evy noise
Abstract
Using key tools such as It\o formula for general semi-martingales, moments estimates for L\'evy-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 ∞.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.