Invariant measures for stochastic evolution equations of pure jump type

DOI10.1016/J.SPA.2008.03.002zbMath1157.60062OpenAlexW2079729957MaRDI QIDQ1004399

Zhao Dong, Tiange Xu, Tu-Sheng Zhang

Publication date: 10 March 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.03.002

zbMATH Keywords

semigroupsstochastic partial differential equationsinvariant measuresstochastic evolution equationsPoisson counting measures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)

Related Items (3)

Invariant measure of stochastic damped Ostrovsky equation driven by pure jump noise ⋮ Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion ⋮ Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes

Cites Work

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• Regularity of invariant measures on finite and infinite dimensional spaces and applications
• Existence and uniqueness of invariant measures: An approach via sectorial forms
• Invariant measures related with Poisson driven stochastic differential equation.
• Stochastic partial differential equations and filtering of diffusion processes
• Ergodicity for Infinite Dimensional Systems
• Second order PDE's in finite and infinite dimension
• Stochastic Equations in Infinite Dimensions

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