可加Lévy噪声驱动随机微分方程的强Feller性与指数遍历性

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可加Lévy噪声驱动随机微分方程的强Feller性与指数遍历性梁明杰^1,2, 王健³1. 三明学院信息工程学院, 三明 365004;
2. 福建师范大学数学与计算机科学学院, 福州 350007;
3. 福建师范大学数学与计算机科学学院, 福州 350007 for SDEs with Additive Lévy Noises LIANG Mingjie^1,2, WANG Jian³1. School of Information Engineering, Sanming University, Sanming 365004, China;
2. School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, China;
3. School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, China

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摘要在假定Lévy过程可表示成相互独立从属布朗运动和某个Lévy过程相加的条件下，我们得到该可加Lévy噪声驱动的随机微分方程的强Feller性与指数遍历性.

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收稿日期: 2012-10-31

PACS:

O211.63

基金资助:福建省教育厅中青年教师教育科研项目（JA15476），福建省自然科学基金（2014J01001，2015J01003），福建师范大学非线性分析及其应用校创新团队（IRTL1206），福建省数学分析及其应用重点实验室（FJKLMAA）资助项目

引用本文:

梁明杰, 王健. 可加Lévy噪声驱动随机微分方程的强Feller性与指数遍历性[J]. 应用数学学报, 2017, 40(2): 267-278. LIANG Mingjie, WANG Jian. for SDEs with Additive Lévy Noises. Acta Mathematicae Applicatae Sinica, 2017, 40(2): 267-278.

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