Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises

DOI10.1007/S11118-011-9220-6zbMATH Open1260.60126OpenAlexW2016887541MaRDI QIDQ658563FDOQ658563

Bin Xie

Publication date: 12 January 2012

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

Full work available at URL: https://doi.org/10.1007/s11118-011-9220-6

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zbMATH Keywords

irreducibilitystrong FellerBismut-Elworthy-Li type formulauniqueness of invariant measureLévy noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov processes (60J99) Generation, random and stochastic difference and differential equations (37H10)

Cites Work

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Cited In (10)

• 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
• Periodic measures for a class of SPDEs with regime-switching
• 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
• Gradient estimates and coupling property for semilinear SDEs driven by jump processes
• 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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