Funaki, Tadahisa; Xie, Bin - In: Stochastic Processes and their Applications 119 (2009) 2, pp. 307-326
We consider a linear heat equation on a half line with an additive noise chosen properly in such a manner that its invariant measures are a class of distributions of Lévy processes. Our assumption on the corresponding Lévy measure is, in general, mild except that we need its integrability to...