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Boundedness theorems of stochastic differential systems with Lévy noise
Applied Mathematics Letters ( IF 3.7 ) Pub Date : 2020-04-02 , DOI: 10.1016/j.aml.2020.106358
Danhua He

This article mainly focuses on the boundedness problem for a class of stochastic differential systems driven by Lévy noise. Taking advantage of the generalized Itô formula and stochastic analysis, some sufficient conditions are obtained to ensure the mean square exponential ultimate boundedness.



中文翻译:

具有Lévy噪声的随机微分系统的有界性定理

本文主要关注由Lévy噪声驱动的一类随机微分系统的有界性问题。利用广义的Itô公式和随机分析,可以获得一些足够的条件来确保均方指数极限极限。

更新日期:2020-04-02
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