Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
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Cites work
- scientific article; zbMATH DE number 5158781 (Why is no real title available?)
- scientific article; zbMATH DE number 65710 (Why is no real title available?)
- scientific article; zbMATH DE number 5174016 (Why is no real title available?)
- A Note on Maximal Inequality for Stochastic Convolutions
- A stochastic heat equation with the distributions of Lévy processes as its invariant measures
- Bismut-Elworthy's formula and random walk representation for SDEs with reflection
- Ergodicity for Infinite Dimensional Systems
- Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
- Exponential ergodicity for stochastic reaction-diffusion equations
- Generalized Mehler semigroups: The non-Gaussian case
- Harnack and functional inequalities for generalized Mehler semigroups.
- Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
- Lower bound technique in the theory of a stochastic differential equation
- Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
- Lévy Processes and Stochastic Calculus
- On processes of ornstein-uhlenbeck type in hilbert space
- On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space
- Parabolic SPDEs driven by Poisson white noise
- Perturbations of generalized Mehler semigroups and applications to stochastic heat equations with Levy noise and singular drift
- Random motion of strings and related stochastic evolution equations
- SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
- Stochastic Equations in Infinite Dimensions
- Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces
- Strong Feller property and irreducibility for diffusions on Hilbert spaces
- Strong feller property for stochastic semilinear equations
Cited in
(14)- Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise
- Infinite-dimensional Langevin equations: Uniqueness and rate of convergence for finite-dimensional approximations
- Periodic solutions of stochastic differential equations driven by Lévy noises
- Explosive solutions of parabolic stochastic partial differential equations with Lévy noise
- Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
- Periodic measures for a class of SPDEs with regime-switching
- A class of Lévy driven SDEs and their explicit invariant measures
- Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension
- Effective splitting of invariant measures for a stochastic reaction diffusion equation with multiplicative noise
- Fully discrete schemes and L^p-strong convergence orders for the SPDE driven by Lévy noise
- Gradient estimates and coupling property for semilinear SDEs driven by jump processes
- Mean-square invariant manifolds for stochastic differential equations with jumps
- Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise
- Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
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