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Invariant measures for stochastic differential equations driven by Levy processes and applications (INVARIANT MEASURES)
Start date: Feb 22, 2008, End date: Dec 21, 2009 PROJECT  FINISHED 

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 allowed to be singular and unbounded.
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