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.
Stochastic differential equations ; Invariant measures ; Ornstein-Uhlenbeck Lévy processes ; Ground state transformations ; Dirichlet forms
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/938382
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