Research output: Contribution to journal › Article

Original language | English |
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Number of pages | 31 |

Journal | Journal of Mathematical Analysis and Applications |

Accepted/In press | 20 Aug 2020 |

Additional links |

stationary_revised.pdf, 372 KB, application/pdf

Uploaded date:25 Aug 2020

In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical Lévy process, and show that these conditions are also necessary if the semigroup is stable, in which case the invariant measure is unique. For typical situations such as the heat equation, we significantly simplify these conditions without assuming any further restrictions on the driving cylindrical Lévy process and demonstrate their application in some examples.

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