Uniqueness of Invariant Measures of Infinite Dimensional Stochastic Differential Equations Driven by Lévy Noises

被引：0
作者：
Bin Xie
机构：
[1] Shinshu University,International Young Researchers Empowerment Center
[2] Shinshu University,Department of Mathematical Sciences, Faculty of Science
来源：
Potential Analysis | 2012年 / 36卷
关键词：
Invariant measure; Lévy noise; Bismut–Elworthy–Li formula; Strong Feller; Irreducibility; Uniqueness; Primary 60H15; Secondary 60J75; 60J99 ; 37H10;
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学科分类号：
摘要：
In this paper, we are attempting to study the uniqueness of invariant measures of a stochastic differential equation driven by a Lévy type noise in a real separable Hilbert space. To investigate this problem, we study the strong Feller property and irreducibility of the corresponding Markov transition semigroup respectively. To show the strong Feller property, we generalize a Bismut–Elworthy–Li type formula to our Markov transition semigroup under a non-degeneracy condition of the coefficient of the Wiener process.
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页码：35 / 66
页数：31
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