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arXiv · 2402.05594

Long-time behaviors of some stochastic differential equations driven by Lévy noise

I. Orlovskyi·F. Proske·O. Tymoshenko
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Abstract

Using key tools such as Itô formula for general semi-martingales, moments estimates for Lévy-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 $t\to \infty$.

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I. Orlovskyi, F. Proske, O. Tymoshenko. 2024-02-08. Long-time behaviors of some stochastic differential equations driven by Lévy noise. https://arxiv.org/abs/2402.05594

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