Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
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Publication:2453909
DOI10.1016/J.SPL.2014.03.002zbMATH Open1296.60171OpenAlexW1998742376MaRDI QIDQ2453909FDOQ2453909
Authors: Yulin Song 
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.03.002
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Cites Work
- Ergodicity for Infinite Dimensional Systems
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- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
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- The heat equation with Lévy noise
- Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
- Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
- Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
- Gradient estimate for Ornstein-Uhlenbeck jump processes
- Exponential ergodicity and regularity for equations with Lévy noise
- A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise
- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- Stochastic partial differential equation driven by stable noise
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Ergodicity of linear SPDE driven by Lévy noise
- Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
- The heat equation with time-independent multiplicative stable Lévy noise
- Study of a SPDE driven by a Poisson noise
- Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
- Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
- Title not available (Why is that?)
- Coupling and strong Feller for jump processes on Banach spaces
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