

























Using key tools such as Itô formula for general semi-martingales, moments estimates for Lévy-type stochastic integrals and properties of regular varying functions we find conditions under which solutions of stochastic differential equation with jumps are almost sure asymptotically equivalent nonrandom function with $t\to \infty$.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。