题目：Stability of stochastic differential equations driven by Levy processes
In this talk, we will introduce a class of stochastic differential equations with Levy noise including the motivation, some definition and properties. We propose several sufficient conditions under which we investigate the long-time behavior of the solution including the asymptotic stability in the pth moment and almost sure stability. Also, we discuss two types of continuity of the solution: continuous in probability and continuous in the pth moment. Finally, we provide two examples to illustrate the effectiveness of the theoretical results.
English
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