Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (Q409209)
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scientific article; zbMATH DE number 6023444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions |
scientific article; zbMATH DE number 6023444 |
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Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (English)
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12 April 2012
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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.
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SPDE
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weak solution
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mild solution
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invariant measure
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Poincaré inequality
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Harnack inequality
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0.9032187
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0.90251386
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0.90084285
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0.90047306
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0.89959013
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0.8933454
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0.8913188
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