Abstract
We find conditions for the existence of a limit distribution (as t → ∞) of a vector process ξ defined in R+ and determined by an inhomogeneous stochastic differential equation ξ(t) = ξ(0)−ξ◦α+f∗ν+g∗μ, where α is a nonrandom continuous increasing function, ν and μ are independent Poisson and centered Poisson measures, respectively.
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