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

DOI10.1016/j.spl.2014.03.002zbMath1296.60171OpenAlexW1998742376MaRDI QIDQ2453909

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

Lévy processesexponential convergencetotal variation normSPDEsBismut-Elworthy-Li formula

Mathematics Subject Classification ID

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

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