Poincaré inequality for linear SPDE driven by Lévy noise

DOI10.1016/j.spa.2010.05.012zbMath1196.35235OpenAlexW2028880925MaRDI QIDQ2638355

Yingchao Xie

Publication date: 15 September 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.05.012

zbMATH Keywords

invariant measurePoincaré inequalityintegration by parts formulaSPDE with Lévy noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

Related Items (5)

Reflected stochastic partial differential equations with jumps ⋮ Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise ⋮ Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process ⋮ Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise ⋮ Kolmogorov operator and Fokker-Planck equation associated to a stochastic Burgers equation driven by Lévy noise

Cites Work

• Ergodicity of linear SPDE driven by Lévy noise
• Kolmogorov equations for stochastic PDEs.
• Integration by parts formulae for Wiener measures restricted to subsets in \(\mathbb R^{d}\)
• On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces
• Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise
• Parabolic SPDEs driven by Poisson white noise
• Some properties of invariant measures of non symmetric dissipative stochastic systems
• On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs
• Stochastic partial differential equations driven by Lévy space-time white noise
• Unnamed Item

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