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Journal of Theoretical Probability

, Volume 21, Issue 2, pp 322–335 | Cite as

On the Uniqueness of Invariant Measure of the Burgers Equation Driven by Lévy Processes

Article

Abstract

In this paper, we prove the uniqueness of the invariant measure for one-dimensional Burgers equations perturbed by Lévy processes with Dirichlet boundary conditions.

Keywords

Burgers equations Poisson process Q-Wiener process Mild solution Invariant measure 

Mathematics Subject Classification (2000)

34D08 34D25 60H20 

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.Institute of Applied MathematicsAcademy of Mathematics and Systems Sciences, Academia SinicaBeijingChina

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