Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions

DOI10.1007/s00028-011-0120-4zbMath1245.60065arXiv0901.2887OpenAlexW2034186632MaRDI QIDQ409209

Florian Knäble

Publication date: 12 April 2012

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2887

zbMATH Keywords

weak solutionHarnack inequalityinvariant measurePoincaré inequalitymild solutionSPDE

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Inequalities applied to PDEs involving derivatives, differential and integral operators, or integrals (35A23)

Related Items (2)

On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ The structure of entrance laws for time-inhomogeneous Ornstein–Uhlenbeck processes with Lévy noise in Hilbert spaces

Cites Work

• Introduction to the theory of (non-symmetric) Dirichlet forms
• Harnack and functional inequalities for generalized Mehler semigroups.
• Perturbations of generalized Mehler semigroups and applications to stochastic heat equations with Levy noise and singular drift
• Generalized Mehler semigroups: The non-Gaussian case
• Ornstein--Uhlenbeck operators with time periodic coefficients
• On processes of ornstein-uhlenbeck type in hilbert space
• Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces
• GENERATORS OF MEHLER-TYPE SEMIGROUPS AS PSEUDO-DIFFERENTIAL OPERATORS
• Stochastic Partial Differential Equations with Levy Noise
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions