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.
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques.
- natural sciencesmathematicspure mathematicsmathematical analysisdifferential equationspartial differential equations
You need to log in or register to use this function
Call for proposal
FP6-2005-MOBILITY-6
See other projects for this call
Funding Scheme
OIF - Marie Curie actions-Outgoing International FellowshipsCoordinator
2220 BONN
Germany