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

DOI10.1007/s00028-011-0120-4zbMath1245.60065arXiv0901.2887OpenAlexW2034186632MaRDI 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 solutionHarnack inequalityinvariant measurePoincaré inequalitymild solutionSPDE

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Inequalities applied to PDEs involving derivatives, differential and integral operators, or integrals (35A23)

Related Items

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

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