Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes

DOI10.1016/J.SPL.2014.03.002MaRDI QIDQ2453909zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

SPDEsexponential convergenceBismut-Elworthy-Li formulatotal variation normLévy processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic potential theory (60J45)

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Cites work

• scientific article; zbMATH DE number 4060469 (Why is no real title available?)
• A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise
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• Ergodicity for Infinite Dimensional Systems
• Ergodicity of linear SPDE driven by Lévy noise
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
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• Exponential ergodicity and regularity for equations with Lévy noise
• Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
• Gradient estimate for Ornstein-Uhlenbeck jump processes
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
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• Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
• Stochastic partial differential equation driven by stable noise
• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Study of a SPDE driven by a Poisson noise
• The heat equation with Lévy noise
• The heat equation with time-independent multiplicative stable Lévy noise
• Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
• Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises

Cited in

(2)

• Exponential convergence for some SPDEs with Lévy noises
• Derivative formula and coupling property for linear SDEs driven by Lévy processes

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