Sufficient conditions are given for invariant probability measures in stochastic delay differential equations driven by integrable Lévy noise, with a key reduction from bounded solutions to bounded segments under a one-sided bound on the deterministic coefficient.
Sato (1999)
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Existence of Invariant Probability Measures for Stochastic Differential Equations with Finite Time Delay
Sufficient conditions are given for invariant probability measures in stochastic delay differential equations driven by integrable Lévy noise, with a key reduction from bounded solutions to bounded segments under a one-sided bound on the deterministic coefficient.