We describe a class of explicit invariant measures for stochastic differential equations driven by Lévy 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 Schrö}dinger type operators.
A Class of Lévy Driven SDEs and their Explicit Invariant Measures
DI PERSIO, Luca
;
2016-01-01
Abstract
We describe a class of explicit invariant measures for stochastic differential equations driven by Lévy 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 Schrö}dinger type operators.
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