Józef Myjak and Tomasz Szarek 2003 Nonlinearity 16 441 doi:10.1088/0951-7715/16/2/305
Capacity of invariant measures related to Poisson-driven stochastic differential equations
Józef Myjak1,2 and Tomasz Szarek3,4
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Sufficient conditions for the asymptotic stability of Poisson-driven stochastic differential equations (SDEs) on a separable Banach space are presented. It is also proved that the lower capacity of a unique invariant measure with respect to the semigroup generated by this equation is ≥1.
- PACS
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05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.)
02.10.-v Logic, set theory, and algebra
02.60.Lj Ordinary and partial differential equations; boundary value problems
- MSC
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37A50 Relations with probability theory and stochastic processes (See also 60Fxx and 60G10)
- Subjects
- Dates
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Issue 2 (March 2003)
Received 6 February 2002, in final form 8 October 2002
Published 13 January 2003
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Capacity of invariant measures related to Poisson-driven stochastic differential equations
Józef Myjak and Tomasz Szarek 2003 Nonlinearity 16 441
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