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

页码：99 / 109

页数：11

共 50 条

[41] SPDEs driven by standard symmetric α-stable cylindrical Lévy processes: Existence, Lyapunov functionals and Itô formula
Bodo, Gergely
Riedle, Markus
Tybl, Ondrej
ELECTRONIC JOURNAL OF PROBABILITY, 2024, 29
[42] A generalised It(o)over-bar formula for Levy-driven Volterra processes
Bender, Christian
Knobloch, Robert
Oberacker, Philip
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2015, 125 (08) : 2989 - 3022
[43] Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
Mukam, Jean Daniel
Tambue, Antoine
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 130 (08) : 4968 - 5005
[44] Weighted pseudo almost automorphic solutions for nonautonomous SPDEs driven by Levy noise
Li, Kexue
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2015, 427 (02) : 686 - 721
[45] Pathwise regularization by noise for semilinear SPDEs driven by a multiplicative cylindrical Brownian motion
Bechtold, Florian
Harang, Fabian A.
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2025,
[46] Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes
Rubenthaler, S
Wiktorsson, M
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2003, 108 (01) : 1 - 26
[47] Tail asymptotics for exponential functionals of Levy processes
Maulik, K
Zwart, B
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2006, 116 (02) : 156 - 177
[48] On predicting the ultimate maximum for exponential Levy processes
Ano, Katsunori
Ivanov, Roman V.
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2012, 17 : 1 - 9
[49] Distributional properties of exponential functionals of Levy processes
Kuznetsov, A.
Pardo, J. C.
Savov, M.
ELECTRONIC JOURNAL OF PROBABILITY, 2012, 17 : 1 - 35
[50] European and Asian Greeks for Exponential Levy Processes
Hudde, Anselm
Rueschendorf, Ludger
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2023, 25 (01)

← 1 2 3 4 5 →