Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension

DOI10.4310/CMS.2017.V15.N4.A3OpenAlexW2616446152MaRDI QIDQ2364871

Elisa Mastrogiacomo, Luca Di Persio, Boubaker Smii, Sergio A. Albeverio

Publication date: 25 July 2017

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/cms.2017.v15.n4.a3

zbMATH Keywords

invariant measure nonlinear SPDEs Lévy noise dissipative nonlinear drift

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Nonlinear accretive operators, dissipative operators, etc. (47H06) Pseudodifferential operators as generalizations of partial differential operators (35S05) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Related Items (7)

Along Paths Inspired by Ludwig Streit: Stochastic Equations for Quantum Fields and Related Systems ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ A Functional Analytic Approach to Infinite Dimensional Stochastic Linear Systems ⋮ Asymptotic expansions for SDE's with small multiplicative noise ⋮ Asymptotic expansion for some local volatility models arising in finance ⋮ Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise ⋮ Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate

This page was built for publication: Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension