Stationary solutions and invariant measures for SDEs driven by Lévy processes with Markovian switching
In this paper, we show that stochastic differential equations (SDEs) with Markovian switching driven by Lévy noises generate random dynamical systems (RDSs), and study the existence and uniqueness of stationary solutions. Besides, we obtain sufficient conditions for the existence of invariant measures.
Authors
- Jiamin Xing (ORCID: https://orcid.org/0000-0003-3245-7198)
- Xiaomeng Jiang
- Yue Gao (ORCID: https://orcid.org/0000-0001-9277-1803)
Institutions
- Liaoning Normal University (CN)
- Northeast Normal University (CN)
- Jilin University (CN)
Publication Details
- Journal
- Stochastics and Dynamics
- Published
- 2024-12-01
- DOI
- https://doi.org/10.1142/s0219493725500042
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00