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Invariant measures for stochastic evolution equations of pure jump type

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  • Dong, Zhao
  • Xu, Tiange
  • Zhang, Tusheng

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.

Suggested Citation

  • Dong, Zhao & Xu, Tiange & Zhang, Tusheng, 2009. "Invariant measures for stochastic evolution equations of pure jump type," Stochastic Processes and their Applications, Elsevier, vol. 119(2), pages 410-427, February.
    • Handle: RePEc:eee:spapps:v:119:y:2009:i:2:p:410-427
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    References listed on IDEAS

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    1. Lasota, Andrzej & Traple, Janusz, 2003. "Invariant measures related with Poisson driven stochastic differential equation," Stochastic Processes and their Applications, Elsevier, vol. 106(1), pages 81-93, July.
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    Cited by:

    1. Wang, Ran & Xu, Lihu, 2018. "Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 128(5), pages 1772-1796.

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