Skip to main content
Go to the home page of the European Commission (opens in new window)
English English
CORDIS - EU research results
CORDIS
Content archived on 2024-06-20

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

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.

Fields of science (EuroSciVoc)

CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.

You need to log in or register to use this function

Topic(s)

Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.

Call for proposal

Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.

FP6-2005-MOBILITY-6
See other projects for this call

Funding Scheme

Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.

OIF - Marie Curie actions-Outgoing International Fellowships

Coordinator

RHEINISCHE FRIEDRICHS-WILHELMS-UNIVERSIT??????A?T BONN
EU contribution
No data
Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

No data

Participants (1)

My booklet 0 0