INVARIANT MEASURES · Invariant measures for stochastic differential equations driven by Levy processes and applications

Lines connect the coordinator with its partners. CORDIS does not always give exact coordinates for projects before 2014. These points are placed at city or country level.

Project objective

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.

Original text from CORDIS.

Participants

• RHEINISCHE FRIEDRICHS-WILHELMS-UNIVERSIT??????A?T BONN · BONNCoordinatorGermany
• PURDUE UNIVERSITYDEPARTMENT OF MATHEMATICS · WEST LAFAYETTECity levelUnited States

Links

• View on CORDIS