Invariant Measures of Lévy-driven Stochastic Differential Equations

V. Knopova, Y. Mokanu, R. L. Schilling

We study the structure and regularity of (infinitesimally) invariant measures of the solutions to stochastic differential equations $d{X}_t=b(X_t)dt+d{Z}_t$, where $(Z_t)_{t\geq…