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

被引：0
|
作者：
Florian Knäble
机构：
[1] Fakultät für Mathematik,Universität Bielefeld
来源：
Journal of Evolution Equations | 2011年 / 11卷
关键词：
Invariant Measure; Mild Solution; Harnack Inequality; Evolution Family; Strong Continuity;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We solve a time-dependent linear SPDE with additive Lévy noise in the mild and weak sense. Existence of a generalized invariant measure for the associated transition semigroup is established and the generator is studied on the corresponding L2-space. The square field operator is characterized, allowing to derive a Poincaré and a Harnack inequality.
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页码：959 / 993
页数：34
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