Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension-Reference-Cited by-同舟云学术

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Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension

Published:2017 Issue:4 Volume:15 Page:957-983
ISSN:1539-6746
Container-title:Communications in Mathematical Sciences
language:en
Short-container-title:

Author:

Albeverio Sergio¹,di Persio Luca²,Mastrogiacomo Elisa³,Smii Boubaker⁴

Affiliation:

1. Department of Applied Mathematics, University of Bonn, Germany

2. Department of Computer Science, University of Verona, Italy

3. Department of Statistics and Quantitive Methods, University of Milano Bicocca, Milano, Italy

4. Department of Mathematics and Statistics, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia

Publisher

International Press of Boston

Subject

Applied Mathematics,General Mathematics

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Markov random fields model and applications to image processing;AIMS Mathematics;2022

2. Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise;Asymptotic Analysis;2021-07-08

3. A Functional Analytic Approach to Infinite Dimensional Stochastic Linear Systems;SIAM Journal on Control and Optimization;2021-01

4. Asymptotic Expansion for a Black–Scholes Model with Small Noise Stochastic Jump-Diffusion Interest Rate;Geometry and Invariance in Stochastic Dynamics;2021

5. Borel summation of the small time expansion of some SDE’s driven by Gaussian white noise;Asymptotic Analysis;2019-09-05

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