Invariant measures for stochastic evolution equations of pure jump type

In this paper, we obtain a characterization of invariant measures of stochastic evolution equations and stochastic partial differential equations of pure jump type. As an application, it is shown that the equation has a unique invariant probability measure under some reasonable conditions.

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Year of publication:	2009
Authors:	Dong, Zhao ; Xu, Tiange ; Zhang, Tusheng
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 2, p. 410-427
Publisher:	Elsevier
Keywords:	Stochastic evolution equations Stochastic partial differential equations Poisson counting measures Semigroups Invariant measures

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875104