On stationary solutions of delay di erential equations driven by a L evy process
نویسنده
چکیده
The stochastic delay di erential equation dX (t) = ∫ [−r;0] X (t + u) a(du) dt + dZ(t); t¿0 is considered, where Z(t) is a process with independent stationary increments and a is a nite signed measure. We obtain necessary and su cient conditions for the existence of a stationary solution to this equation in terms of a and the L evy measure of Z . c © 2000 Elsevier Science B.V. All rights reserved.
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