Related papers: Topological equivalence for discontinuous random d…
We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy…
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
We obtain sufficient conditions ensuring the topological equivalence of two perturbed difference linear systems whose linear part has a property of generalized exponential dichotomy. When the exponential dichotomy is verified, we obtain a…
A linear system of difference equations and a nonlinear perturbation are considered, we obtain sufficient conditions to ensure the topological equivalence between them, namely, the linear part satisfies a property of dichotomy on the…
In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under…
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…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
Two different notions of {\mu}-equicontinuity that apply to topological dynamical systems and probability measures were studied by Gilman (1987) and Huang-Lu-Ye (2011). One was used to classify measure preserving topological dynamical…
We define the probability structure of a continuous-time time-homogeneous Markov jump process, on a finite graph, that represents the continuous-time counterpart of the so-called Ruelle-Bowen discrete-time random walk. It constitutes the…
This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…
The main focus of this paper is to explore how much similarity between two stochastic differential systems. Motivated by the conjugate theory of stochastic dynamic systems, we study the relationship between two systems by finding…
For a mixed stochastic differential equation containing both Wiener process and a H\"older continuous process with exponent $\gamma>1/2$, we prove a stochastic viability theorem. As a consequence, we get a result about positivity of…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…
We establish that uniformly exponentially stable random dynamical systems on the half line have equivalent dynamics through a $C^m-$ conjugacy. This result was obtained for random differential equations as well as for random dynamical…
In this paper, for iterated function systems, we define the classic concept of the dynamical systems: topological conjugacy of diffeomorphisms. We generalize the Hartman-Grobman theorem for one dimensional iterated function systems on R.…
The dynamics of the eigenvalues (semimartingales) of a L\'{e}vy process $X$ with values in Hermitian matrices is described in terms of It\^{o} stochastic differential equations with jumps. This generalizes the well known Dyson-Brownian…
We obtain sufficient conditions ensuring the existence of a uniformly continuous and H\"older continuous homeomorphism between the solutions of a linear system of differential equations with piecewise constant argument of generalized type…
The notion of topological equivalence plays an essential role in the study of dynamical systems of flows. However, it is inherently difficult to generalize this concept to systems without well-posedness in the sense of Hadamard. In this…
We present a new version of the Grobman-Hartman's linearization theorem for random dynamics. Our result holds for infinite dimensional systems whose linear part is not necessarily invertible. In addition, by adding some restrictions on the…