论文标题
莱维型操作员及其相关的马尔可夫流程的不变度量
Invariant measures of Lévy-type operators and their associated Markov processes
论文作者
论文摘要
建立了分布方程作为与莱维型操作员相关的马尔可夫过程不变量度的标准。这是通过对相关发生器的无限无限度量的表征获得的。特别的重点是一维情况，在该情况下，分布方程成为Volterra-fredholm积分方程，以及莱维驱动随机微分方程的解决方案。结果伴随着各种说明性示例。
A distributional equation as a criterion for invariant measures of Markov processes associated to Lévy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated generators. Particular focus is put on the one-dimensional case where the distributional equation becomes a Volterra-Fredholm integral equation, and on solutions to Lévy-driven stochastic differential equations. The results are accompanied by various illustrative examples.
