Stationary distributions for stochastic differential equations with memory driven by α-stable processes

Wei Wang and Xiulian Wang

Statistics & Probability Letters, 2023, vol. 195, issue C

Abstract: In this work, we consider the stationarity of a class of stochastic differential equations with memory driven by α-stable processes. Sufficient conditions are given to guarantee the existence and uniqueness of the stationary distribution for the stochastic system. Last, an example is given to illustrate the results.

Keywords: Stationary distribution; Stochastic differential equations with memory; α-stable processes; Strongly continuous semigroup (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109766

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