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Poincaré inequality for linear SPDE driven by Lévy Noise

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  • Xie, Yingchao

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.

Suggested Citation

  • Xie, Yingchao, 2010. "Poincaré inequality for linear SPDE driven by Lévy Noise," Stochastic Processes and their Applications, Elsevier, vol. 120(10), pages 1950-1965, September.
    • Handle: RePEc:eee:spapps:v:120:y:2010:i:10:p:1950-1965
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    References listed on IDEAS

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    1. Albeverio, Sergio & Wu, Jiang-Lun & Zhang, Tu-Sheng, 1998. "Parabolic SPDEs driven by Poisson white noise," Stochastic Processes and their Applications, Elsevier, vol. 74(1), pages 21-36, May.
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