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

Autor: Knäble, Florian
Zdroj: Journal of Evolution Equations; Dec2011, Vol. 11 Issue 4, p959-993, 35p
Abstrakt: 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 L-space. The square field operator is characterized, allowing to derive a Poincaré and a Harnack inequality. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index