A class of Lévy driven SDEs and their explicit invariant measures

DOI10.1007/s11118-016-9544-3zbMath1350.60049arXiv1407.3943MaRDI QIDQ308998

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

Publication date: 6 September 2016

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.3943

zbMATH Keywords

stochastic differential equations; invariant measures; Dirichlet forms; Lévy noise; ground state transformation; Lévy-type generators; Ornstein-Uhlenbeck-Lévy processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G10: Stationary stochastic processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60J35: Transition functions, generators and resolvents

60H20: Stochastic integral equations