Poincaré inequality for linear SPDE driven by Lévy Noise

In this paper, we prove the Poincaré inequality and the integration by parts formula for the invariant measure of the linear SPDE driven by Lévy Noise. The equation was researched in Dong and XieÂ [5], which has proved the existence and uniqueness of the weak solution and the ergodicity of the Markov semigroup associated with the solution.

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Year of publication:	2010
Authors:	Xie, Yingchao
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 10, p. 1950-1965
Publisher:	Elsevier
Keywords:	Poincare inequality Integration by parts formula SPDE with Lévy Noise Invariant measure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874677