On the аsymptotics of solutions of stochastic differential equations with jumps

• Date: 2023
• Main Authors: Yuskovych , V., Юськович, Віктор
• Format: Article
• Language: Ukrainian
• Published: Institute of Mathematics, NAS of Ukraine 2023
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/7684
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

UDC 519.21 Consider a one-dimensional stochastic differential equation with jumps $$dX(t) = a(X(t))dt + \sum_{k = 1}^m b_k(X(t-))dZ_k(t),$$ where $Z_k,$ $k \in \{1, 2, \ldots , m\},$  are independent centered L\'evy processes with finite second moments...