We extend some methods developed by Albeverio, Brzeźniak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz condition on the drift (also known as a monotonicity condition) and a local Lipschitz condition on the diffusion and jump coef-ficients, while an additional global one-sided linear growth assumption is satisfied. Then we use these methods to prove existence of invariant measures for a broad class of such equations.
- Invariant mea-sures
- Jump processes
- stochastic differential equations
ASJC Scopus subject areas
- Statistics and Probability