Poincaré inequality for linear SPDE driven by Lévy Noise-Reference-Cited by-同舟云学术

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Poincaré inequality for linear SPDE driven by Lévy Noise

Published:2010-09 Issue:10 Volume:120 Page:1950-1965
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Xie Yingchao

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference11 articles.

1. Parabolic SPDEs driven by Poisson white noise;Albeverio;Stochastic Process. Appl.,1998

2. Stochastic partial differential equations driven by Lévy space–time white noise;Applebauam;Random Oper. Stoch. Equ.,2000

3. Kolmogorov Equations for Stochastic PDEs;Da Prato,2004

4. Some properties of invariant measures of non symmetric disspative stochstic systems;Da Prato;Probab. Theory Related Fields,2002

5. Ergodicity of linear SPDE driven by Lévy Noise;Dong;J. Syst. Sci. Complex,2010

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1. Reflected stochastic partial differential equations with jumps;Stochastics and Dynamics;2021-08-28

2. Kolmogorov operator and Fokker–Planck equation associated to a stochastic Burgers equation driven by Lévy noise;Illinois Journal of Mathematics;2014-01-01

3. Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process;Stochastic Analysis and Applications;2013-12-09

4. Localization and Metastability;Lecture Notes in Mathematics;2013

5. Introduction;Lecture Notes in Mathematics;2013

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