Long-time behaviors of some stochastic differential equations driven by L\'{e}vy noise
Probability
2024-02-09 v1
Abstract
Using key tools such as It\^o formula for general semi-martingales, moments estimates for L\'{e}vy-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 .
Keywords
Cite
@article{arxiv.2402.05594,
title = {Long-time behaviors of some stochastic differential equations driven by L\'{e}vy noise},
author = {I. Orlovskyi and F. Proske and O. Tymoshenko},
journal= {arXiv preprint arXiv:2402.05594},
year = {2024}
}