Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients

TY - JOUR

T1 - Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients

AU - Brzezniak, Zdzislaw

AU - Albeverio, Sergio

AU - Wu, Jiang-Lun

PY - 2010/11/1

Y1 - 2010/11/1

N2 - The purpose of this paper is twofold. Firstly, we investigate the problem of existence and uniqueness of solutions to stochastic differential equations with one sided dissipative drift driven by semi-martingales. Secondly, we investigate the problem of existence of an invariant measure for such equations when the coefficients are time independent.

AB - The purpose of this paper is twofold. Firstly, we investigate the problem of existence and uniqueness of solutions to stochastic differential equations with one sided dissipative drift driven by semi-martingales. Secondly, we investigate the problem of existence of an invariant measure for such equations when the coefficients are time independent.

UR - http://www.scopus.com/inward/record.url?scp=77954213521&partnerID=8YFLogxK

U2 - 10.1016/j.jmaa.2010.05.039

DO - 10.1016/j.jmaa.2010.05.039

M3 - Article

VL - 371

SP - 309

EP - 322

JO - Journal of mathematical analysis and applications

JF - Journal of mathematical analysis and applications

IS - 1

ER -