A class of Lévy driven SDEs and their explicit invariant measures

We describe a class of explicit invariant measures for both finite and infinite dimensional Stochastic Differential Equations (SDE) driven by Lévy noise. We first discuss in details the finite dimensional case with a linear, resp. non linear, drift. In particular, we exhibit a class of such SDEs for which the invariant measures are given in explicit form, coherently in all dimensions. We then indicate how to relate them to invariant measures for SDEs on separable Hilbert spaces.

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