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
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
Journal title :
Stochastic Processes and their Applications