A Class of L,vy Driven SDEs and their Explicit Invariant Measures

Albeverio Sergio; Di Persio Luca; Mastrogiacomo Elisa; Smii Boubaker

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A Class of L,vy Driven SDEs and their Explicit Invariant Measures

机译：一类L，vy驱动SDE及其显式不变测度

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摘要

We describe a class of explicit invariant measures for stochastic differential equations driven by L,vy noise. We relate them to the corresponding Fokker Planck equation. In the symmetric case, we point out the relation with the theory of Dirichlet forms and generalized Schrodinger type operators.

机译：我们描述了一类由L，vy噪声驱动的随机微分方程的显式不变测度。我们将它们与相应的Fokker Planck方程相关联。在对称情况下，我们指出了与Dirichlet形式理论和广义Schrodinger型算子的关系。

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《Potential analysis: An international journal devoted to the interactions between potential theory, probability theory, geometry and functional analysis》 |2016年第2期|共31页
作者
Albeverio Sergio; Di Persio Luca; Mastrogiacomo Elisa; Smii Boubaker;
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正文语种 eng
中图分类数学;
关键词
Stochastic differential equations; Invariant measures; Ornstein-Uhlenbeck Levy processes; Ground state transformations; Dirichlet forms;

机译：随机微分方程;不变测度;Ornstein-Uhlenbeck Levy过程;基态变换;Dirichlet形式;

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1. A Class of L,vy Driven SDEs and their Explicit Invariant Measures [J] . Albeverio Sergio, Di Persio Luca, Mastrogiacomo Elisa, Potential analysis: An international journal devoted to the interactions between potential theory, probability theory, geometry and functional analysis . 2016,第2期

机译：一类L，vy驱动SDE及其显式不变测度
2. Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional L,vy Processes [J] . Meyer-Brandis T, Proske F Journal of theoretical probability . 2010,第1期

机译：无限维L，vy过程驱动的SDE的强解的明确表示
3. INVARIANT MEASURES FOR SDES DRIVEN BY LEVY NOISE: A CASE STUDY FOR DISSIPATIVE NONLINEAR DRIFT IN INFINITE DIMENSION [J] . Albeverio Sergio, Di Persio Luca, Mastrogiacomo Elisa, Communications in mathematical sciences . 2017,第4期

机译：由征收噪声驱动的SDES的不变措施：无限尺寸耗散非线性漂移的案例研究
4. Weak Approximations for SDE's Driven by Lévy Processes [C] . Arturo Kohatsu-Higa, Hoang-Long Ngo Seminar on Stochastic Analysis, Random Fields, and Applications . 2013

机译：SDE由Lévy进程驱动的近似近似
5. Absolutely continuous invariant measures for a class of meromorphic functions. [D] . Obeid, Nabil. 1998

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7. A class of L\'evy driven SDEs and their explicit invariant\ud measures [O] . Albeverio, Sergio, Di Persio, Luca, Mastrogiacomo, Elisa, 2016

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8. Quasi-Invariant Measures on Groups of Diffeomorphisms of Schwarz Class of211 Smoothness for Real Manifolds [R] . Luedkovsky, S. V. 1997

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A Class of L,vy Driven SDEs and their Explicit Invariant Measures

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