Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (Q409209): Difference between revisions
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A time-dependent linear SPDE with additive Lévy noise in the mild and weak sense is investigated. Existence of a generalized invariant measure for the associated transition semigroup is established and the generator is studied on the corresponding \(L ^{2}\)-space. By characterizing the associated square field, a Poincaré and a Harnack inequality are derived. The main results are illustrated by some concrete examples. | |||
Property / review text: A time-dependent linear SPDE with additive Lévy noise in the mild and weak sense is investigated. Existence of a generalized invariant measure for the associated transition semigroup is established and the generator is studied on the corresponding \(L ^{2}\)-space. By characterizing the associated square field, a Poincaré and a Harnack inequality are derived. The main results are illustrated by some concrete examples. / rank | |||
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Property / reviewed by: Feng-Yu Wang / rank | |||
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Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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Property / Mathematics Subject Classification ID: 35A23 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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Property / zbMATH DE Number: 6023444 / rank | |||
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SPDE | |||
Property / zbMATH Keywords: SPDE / rank | |||
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weak solution | |||
Property / zbMATH Keywords: weak solution / rank | |||
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mild solution | |||
Property / zbMATH Keywords: mild solution / rank | |||
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invariant measure | |||
Property / zbMATH Keywords: invariant measure / rank | |||
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Poincaré inequality | |||
Property / zbMATH Keywords: Poincaré inequality / rank | |||
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Harnack inequality | |||
Property / zbMATH Keywords: Harnack inequality / rank | |||
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Revision as of 19:10, 29 June 2023
scientific article
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English | Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions |
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Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (English)
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12 April 2012
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A time-dependent linear SPDE with additive Lévy noise in the mild and weak sense is investigated. Existence of a generalized invariant measure for the associated transition semigroup is established and the generator is studied on the corresponding \(L ^{2}\)-space. By characterizing the associated square field, a Poincaré and a Harnack inequality are derived. The main results are illustrated by some concrete examples.
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SPDE
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weak solution
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mild solution
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invariant measure
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Poincaré inequality
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Harnack inequality
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