A class of L\'evy 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 L\'evy 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. 
Sergio Albeverio, Luca Di Persio, Elisa Mastrogiacomo, Boubaker Smii
math.PR