Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions

DOI10.1007/s00028-011-0120-4zbMath1245.60065arXiv0901.2887MaRDI QIDQ409209

Florian Knäble

Publication date: 12 April 2012

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.2887

zbMATH Keywords

weak solution; Harnack inequality; invariant measure; Poincaré inequality; mild solution; SPDE

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

35A23: Inequalities applied to PDEs involving derivatives, differential and integral operators, or integrals

Related Items

The structure of entrance laws for time-inhomogeneous Ornstein–Uhlenbeck processes with Lévy noise in Hilbert spaces, On the Cauchy problem for non-local Ornstein-Uhlenbeck operators

Cites Work

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• Ornstein--Uhlenbeck operators with time periodic coefficients
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• GENERATORS OF MEHLER-TYPE SEMIGROUPS AS PSEUDO-DIFFERENTIAL OPERATORS
• Stochastic Partial Differential Equations with Levy Noise
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