TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS
TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS
After defining non-Gaussian Lévy processes for two-sided time, stochastic differential equations with such Lévy processes are considered. Solution paths for these stochastic differential equations have countable jump discontinuities in time. Topological equivalence (or conjugacy) for such an Itô stochastic differential equation and its transformed random differential equation is established. Consequently, …