Integration by parts formula and applications for SPDEs with jumps

DOI10.1080/17442508.2016.1140765zbMath1352.60078arXiv1601.01733OpenAlexW2963546420MaRDI QIDQ2833698

Feng-Yu Wang

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01733

zbMATH Keywords

Malliavin calculusheat kernelstochastic partial differential equationsubordinate Brownian motionshift Harnack inequalityintegration-by-parts formula\(\alpha\)-stable-like processes

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52) Integro-differential operators (47G20)

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