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.

引用

页码：959 / 993

页数：34

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