On stationary solutions of delay differential equations driven by a Lévy process

By Alexander A. Gushchina, Uwe K uchlerb. 2000

67 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/82375635f23a7ecaa434cc677778aa74671a58b4

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In Applied Mathematics

1. Markus Reiß
2. Onno van Gaans
3. Markus Riedle

In Finance

1. Markus Reiß
2. Onno van Gaans
3. Markus Riedle

In Mathematical Physics

1. Markus Reiß
2. Onno van Gaans
3. Markus Riedle

Citations in the corpus

• Delay differential equations driven by Lévy processes: Stationarity and Feller properties (2005, methodology): “Condition (a) yields the exponential decay of the fundamental solution, while condition (b) ensures that ∫ t 0 f(s) dL(s), for exponentially decaying functions f of locally bounded variation, converges in law and is already for constant F necessary for the existence of a stationary solution, as was ”