Ornstein-Uhlenbeck Equations with time-dependent coefficients and Levy Noise in finite and infinite dimensions

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dc.creatorKnäble, F.
dc.date2009-01-19
dc.date.accessioned2026-07-07T12:31:38Z
dc.date.available2026-07-07T12:31:38Z
dc.descriptionWe solve a time-dependent linear SPDE with additive Levy noise in the mild and weak sense. Existence of a generalized invariant measure for the associated transition semigroup is established and the generator is characterized on the corresponding L^2-space. The square field operator is calculated, allowing to derive a Poincare and a Harnack inequality.
dc.description32 pages
dc.identifierhttps://arxiv.org/abs/0901.2887
dc.identifierhttp://arxiv.org/abs/0901.2887
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/216515
dc.subjectProbability
dc.titleOrnstein-Uhlenbeck Equations with time-dependent coefficients and Levy Noise in finite and infinite dimensions
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