Ornstein-Uhlenbeck equations with time-dependent coefficients and L,vy noise in finite and infinite dimensions

被引：5

作者：

Knaeble, Florian ^{[1
]}

机构：

[1] Univ Bielefeld, Fak Math, D-33615 Bielefeld, Germany

来源：

JOURNAL OF EVOLUTION EQUATIONS | 2011年 / 11卷 / 04期

关键词：

GENERALIZED MEHLER SEMIGROUPS; OPERATORS;

D O I：

10.1007/s00028-011-0120-4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We solve a time-dependent linear SPDE with additive L,vy 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 (2)-space. The square field operator is characterized, allowing to derive a Poincar, and a Harnack inequality.

引用

页码：959 / 993

页数：35

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