Lévy过程驱动的带局部Lipschitz系数的随机微分方程解的遍历性（英文）

Ergodicity of Stochastic Differential Equations Driven by Lévy Noise with Local Lipschitz Coefficients

本文研究了Lévy过程驱动的带局部Lipschitz系数的随机微分方程解的遍历性,所得的结果可以应用在系数多项式增长的随机动力系统中.并在文中给出了一些例子.

In this paper, we study the ergodicity of stochastic differential equations driven by Lévy noise with local Lipschitz coefficients. The result can be applied to the stochastic dynamic systems with polynomial growth coefficients. Some interesting examples are given.