Exponential convergence for some SPDEs with Lévy noises (Q2362701)
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scientific article; zbMATH DE number 6741652
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| English | Exponential convergence for some SPDEs with Lévy noises |
scientific article; zbMATH DE number 6741652 |
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Exponential convergence for some SPDEs with Lévy noises (English)
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11 July 2017
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The authors generalize Malliavin calculus in order to get an integration by parts formula for jump processes in infinite dimensional cases. Then they give a succinct formulation of the derivative formula. Comparing with previous results, the new formula relaxes the technical conditions on the Lévy measure. Finally, as an application, they study the long-time asymptotic behavior of stochastic partial differential equations with Lévy noises, and obtain exponential convergence using the total variation norm.
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Malliavin calculus
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integration by parts formula
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stochastic PDE
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Lévy noise
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exponential convergence
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jump processes
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0.8108001351356506
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0.794437050819397
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0.7879814505577087
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0.7758569121360779
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0.7747122049331665
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