Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (Q409209)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions |
scientific article |
Statements
Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (English)
0 references
12 April 2012
0 references
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.
0 references
SPDE
0 references
weak solution
0 references
mild solution
0 references
invariant measure
0 references
Poincaré inequality
0 references
Harnack inequality
0 references
