Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
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The author investigates uniqueness of invariant measures for stochastic differential equation driven by a Lévy type noise in a real separable Hilbert space. A non-degeneracy condition on the coefficient of the Wiener process is assumed. Uniqueness of invariant measures is established by proving both strong Feller property and irreducibility of the corresponding Markov transition semigroup. In particular, the strong Feller property is based on a Bismut-Elworthy-Li type formula in infinite dimensions. A related Bismut-Elworthy-Li type formula has been recently proved by \textit{C. Marinelli, C. Prévôt} and \textit{M. Röckner} [J. Funct. Anal. 258, No. 2, 616--649 (2010; Zbl 1186.60060)].
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Cited in
(14)- Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise
- Gradient estimates and coupling property for semilinear SDEs driven by jump processes
- Periodic solutions of stochastic differential equations driven by Lévy noises
- Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
- Explosive solutions of parabolic stochastic partial differential equations with Lévy noise
- Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension
- Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
- A class of Lévy driven SDEs and their explicit invariant measures
- Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise
- Infinite-dimensional Langevin equations: Uniqueness and rate of convergence for finite-dimensional approximations
- Periodic measures for a class of SPDEs with regime-switching
- 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
- Mean-square invariant manifolds for stochastic differential equations with jumps
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