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math.PR2012
Topological equivalence for discontinuous random dynamical systems and applications
Huijie Qiao, Jinqiao Duan
After defining non-Gaussian Lévy processes for two-sided time, stochastic differential equations with such Lévy processes are considered. Solution paths for these stochastic differ…
math.PR2012
Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
Huijie Qiao
In this paper we show irreducibility and the strong Feller property for transition probabilities of stochastic differential equations with jumps and monotone coefficients. Thus, ex…