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

Obiettivo

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.

Campo scientifico (EuroSciVoc)

Argomento(i)

Invito a presentare proposte

FP6-2005-MOBILITY-6
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Meccanismo di finanziamento

OIF - Marie Curie actions-Outgoing International Fellowships

Coordinatore

RHEINISCHE FRIEDRICHS-WILHELMS-UNIVERSIT??????A?T BONN
Contributo UE
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Costo totale
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Partecipanti (1)