Title of article
Poincaré inequality for linear SPDE driven by Lévy Noise
Author/Authors
Xie، نويسنده , , Yingchao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
16
From page
1950
To page
1965
Abstract
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 Xie [5], which has proved the existence and uniqueness of the weak solution and the ergodicity of the Markov semigroup associated with the solution.
Keywords
Poincaré inequality , Integration by parts formula , SPDE with Lévy Noise , invariant measure
Journal title
Stochastic Processes and their Applications
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578322
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