Markov semigroups generated by a Poisson driven differential equation (Q1612554)

Let \[ du=a(u)dt+ b(u)dp\text{ for }t\geq 0\tag{1} \] be a stochastic differential equation on a separable Banach space with the initial condition \(u(0)= \xi\), where \((p(t))\), \(t>0\), is a Poisson process. The authors study a Markov semigroup \((P^t)\), \(t\geq 0\), where \(P^t\) is a dual operator to the operator \(U^t\): \[ U^tf(x)= \int_\Omega f\bigl(u^x(t) \bigr)(\omega)P (d\omega) \] for \(f\in B(E)\) \((B(E)\) denotes the space of all real bounded Borel measurable functions on Banach space \(E)\), and \(u^x\) denotes a solution of (1) with \(\xi=x\in E\). It is show that under certain assumptions the semigroup \((P^t)\) is asymptotically stable.