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

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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

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