1 European Projects Found
Searched on 125080 European Projects
FINISHED
Invariant measures for stochastic differential equations driven by Levy processes and applications (INVARIANT MEASURES)
Start date: Feb 22, 2008, End date: Dec 21, 2009,
We study existence, uniqueness, and regularity of invariant measures for stochastic differential equations in finite and infinite dimensional spaces driven by Levy-type noises.The main application is a solvability theory for nonlinear integro-differential partial differential equations in Sobolev spaces with respect to the invariant measure of suitable jump diffusion. In particular, the data are a ...
Read Project
