A class of Lévy driven SDEs and their explicit invariant measures (Q308998)

The authors construct and study explicit expressions for the invariant measures of stochastic differential equations (SDEs) driven by Lévy noise and with nonlinear drift coefficients. They start from explicit invariant measures and construct associated Lévy-type generators and SDEs. This approach is similar to Dynkin's transform, or the ground state transformation. As an example, perturbed Ornstein-Uhlenbeck-Lévy processes are considered, defined in terms of Dirichlet forms.