Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity

2015/01/25 by Jian Wang, Wang, Jian
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1501.06131

openalex publication_date 2015/01/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical Lévy process. The results are efficiently applied to establish the exponential ergodicity for the associated transition semigroups. In particular, our results extend recent developments on related topic for cylindrical symmetric α-stable processes.

Citations

• Foundations of Modern Probability

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