Invariant measures for stochastic evolution equations of pure jump type

Zhao Dong, Tiange Xu and Tusheng Zhang

Stochastic Processes and their Applications, 2009, vol. 119, issue 2, 410-427

Abstract: 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.

Keywords: Stochastic; evolution; equations; Stochastic; partial; differential; equations; Poisson; counting; measures; Semigroups; Invariant; measures (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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