Exponential convergence for some SPDEs with Lévy noises

zbMath1370.60097MaRDI QIDQ2362701

Tiange Xu, Yulin Song

Publication date: 11 July 2017

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ijm/1499760024

zbMATH Keywords

Malliavin calculusexponential convergencejump processesintegration by parts formulaLévy noisestochastic PDE

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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