Derivative formula and exponential convergence for semilinear SPDEs driven by Levy processes

被引：0
|
作者：
Song, Yulin [1 ]
机构：
[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 89卷
关键词：
Levy processes; SPDEs; Bismut-Elworthy-Li formula; Total variation norm; Exponential convergence; DIFFERENTIAL-EQUATION DRIVEN; TIME REGULARITY; HEAT-EQUATION; ERGODICITY; EXISTENCE;
D O I：
10.1016/j.spl.2014.03.002
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
By using Galerkin's approximation, we establish a Bismut-Elworthy-Li type derivative formula for semilinear SPDEs driven by Levy processes with a-finite Levy measure. Meanwhile, we also investigate the continuity under total variation norm and exponential convergence of the transition function P-t (x, .). (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码：99 / 109
页数：11
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