Long-time behaviors of some stochastic differential equations driven by Lévy noise
Анотація
Using key tools such as Itô's formula for general semi-martingales, moment estimates for Lévy-type stochastic integrals, and properties of regularly varying functions we find conditions under which solutions of a stochastic differential equation with jumps are almost surely asymptotically equivalent to a nonrandom function as t → ∞ .
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