Motivated by recent investigations of Sophie Grivaux and Étienne Matheron on the existence of invariant measures in Linear Dynamics, we introduce the concept of locally bounded orbit for a continuous linear operator $$T:X\longrightarrow X$$
T
:
X
⟶
X
acting on a Fréchet space X, and we use this new notion to construct (non-trivial) T-invariant probability Borel measures on $$(X,\mathscr {B}(X))$$
(
X
,
B
(
X
)
)
.